+193.5%
ECL vs GEN
+151.0%
+42.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +8.6% | +29.1% | -20.5% | +3.5% |
| 3M | +7.9% | +2.9% | +5.0% | +6.7% |
| 6M | +21.0% | +33.6% | -12.6% | +13.4% |
| YTD | +17.5% | +12.0% | +5.5% | +13.5% |
| 1Y | +19.7% | +16.2% | +3.5% | +14.6% |
| 3Y | +77.4% | +65.1% | +12.4% | +56.4% |
| 5Y | +38.7% | +33.3% | +5.4% | +26.0% |
| 10Y | +193.5% | +149.7% | +43.8% | +122.0% |
| All | +193.5% | +151.0% | +42.5% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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