+28.1%
ECL vs ETR
+129.9%
-101.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | -2.5% | +1.9% | -4.3% | -3.1% |
| 3M | +8.3% | +1.0% | +7.3% | +7.8% |
| 6M | -1.1% | +4.8% | -5.9% | -3.2% |
| YTD | +6.5% | +19.5% | -13.0% | -0.5% |
| 1Y | +2.1% | +28.1% | -26.0% | -7.0% |
| 3Y | +57.6% | +151.1% | -93.5% | +5.8% |
| 5Y | +28.1% | +125.2% | -97.1% | -11.3% |
| All | +28.1% | +129.9% | -101.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling