+77.8%
ECL vs FIVE
+34.8%
+42.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +8.1% | +17.7% | -9.5% | +6.9% |
| 3M | +6.4% | +4.0% | +2.4% | +6.0% |
| 6M | +14.8% | +2.6% | +12.1% | +14.3% |
| YTD | +15.5% | +27.6% | -12.1% | +13.2% |
| 1Y | +20.1% | +59.9% | -39.8% | +16.1% |
| 3Y | +77.8% | +35.8% | +42.0% | +65.8% |
| All | +77.8% | +34.8% | +42.9% | +65.8% |
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 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