+430.0%
ECL vs FIVE
+862.5%
-432.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +8.3% | +17.4% | -9.1% | +5.2% |
| 3M | +8.4% | +7.0% | +1.4% | +6.9% |
| 6M | +23.3% | +20.5% | +2.8% | +18.3% |
| YTD | +18.2% | +33.1% | -14.9% | +11.0% |
| 1Y | +18.8% | +67.1% | -48.3% | +6.9% |
| 3Y | +78.5% | +41.9% | +36.6% | +57.7% |
| 5Y | +40.1% | +21.1% | +19.0% | +24.1% |
| 10Y | +196.5% | +518.8% | -322.3% | +96.0% |
| All | +430.0% | +862.5% | -432.5% | +227.7% |
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 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