+12,781.7%
ECL vs ETR
+4,412.2%
+8,369.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | -2.2% | +1.0% | -3.2% | -2.5% |
| 3M | +10.1% | -1.3% | +11.4% | +10.4% |
| 6M | -5.7% | +1.9% | -7.6% | -6.8% |
| YTD | +7.0% | +18.2% | -11.2% | +0.4% |
| 1Y | +2.7% | +24.7% | -22.0% | -5.5% |
| 3Y | +57.7% | +150.7% | -93.0% | +11.7% |
| 5Y | +31.1% | +127.0% | -95.9% | -4.3% |
| 10Y | +150.9% | +295.5% | -144.6% | +52.3% |
| All | +12,781.7% | +4,412.2% | +8,369.4% | +4,349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling