+14,085.9%
ECL vs ETR
+4,602.4%
+9,483.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -0.5% | +1.7% | -2.3% | -1.1% |
| 30D | +8.8% | +8.7% | +0.1% | +5.8% |
| 3M | +7.8% | +4.9% | +2.9% | +6.0% |
| 6M | +21.3% | +0.8% | +20.5% | +20.7% |
| YTD | +17.8% | +23.1% | -5.3% | +9.0% |
| 1Y | +21.1% | +17.9% | +3.2% | +13.7% |
| 3Y | +80.1% | +154.5% | -74.4% | +27.0% |
| 5Y | +40.5% | +160.3% | -119.8% | -2.1% |
| 10Y | +197.7% | +366.9% | -169.2% | +71.9% |
| All | +14,085.9% | +4,602.4% | +9,483.5% | +4,730.3% |
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 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