+417.7%
ECL vs FIVE
+822.5%
-404.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +8.1% | +17.7% | -9.5% | +5.0% |
| 3M | +6.4% | +4.0% | +2.4% | +5.3% |
| 6M | +14.8% | +2.6% | +12.1% | +13.4% |
| YTD | +15.5% | +27.6% | -12.1% | +9.3% |
| 1Y | +20.1% | +59.9% | -39.8% | +9.0% |
| 3Y | +77.8% | +35.8% | +42.0% | +58.3% |
| 5Y | +37.9% | +14.4% | +23.4% | +23.4% |
| 10Y | +202.7% | +576.1% | -373.5% | +98.9% |
| All | +417.7% | +822.5% | -404.8% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling