+58.2%
ECL vs FIVE
+50.0%
+8.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.3% |
| 7D | -2.6% | +4.3% | -6.9% | -2.9% |
| 30D | -2.2% | +12.5% | -14.7% | -3.1% |
| 3M | +10.1% | +31.2% | -21.1% | +7.8% |
| 6M | -5.7% | +14.4% | -20.1% | -6.9% |
| YTD | +7.0% | +33.9% | -26.9% | +4.4% |
| 1Y | +2.7% | +65.1% | -62.4% | -1.3% |
| All | +58.2% | +50.0% | +8.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling