+193.5%
ECL vs FIVE
+562.8%
-369.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +7.3% | -6.9% | -1.0% |
| 30D | +8.6% | +18.1% | -9.5% | +5.0% |
| 3M | +7.9% | +7.7% | +0.2% | +6.0% |
| 6M | +21.0% | +13.6% | +7.4% | +16.9% |
| YTD | +17.5% | +34.6% | -17.1% | +9.2% |
| 1Y | +19.7% | +66.2% | -46.6% | +6.4% |
| 3Y | +77.4% | +43.5% | +34.0% | +54.8% |
| 5Y | +38.7% | +20.7% | +18.0% | +21.7% |
| 10Y | +193.5% | +541.5% | -348.0% | +93.8% |
| All | +193.5% | +562.8% | -369.3% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling