+153.2%
ECL vs GEN
+150.2%
+3.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -2.5% | +2.6% | -5.1% | -3.1% |
| 3M | +8.3% | +15.8% | -7.4% | +5.1% |
| 6M | -1.1% | +33.1% | -34.2% | -7.1% |
| YTD | +6.5% | +11.3% | -4.8% | +3.5% |
| 1Y | +2.1% | +1.7% | +0.4% | +0.9% |
| 3Y | +57.6% | +58.1% | -0.5% | +40.6% |
| 5Y | +28.1% | +20.6% | +7.4% | +18.9% |
| 10Y | +153.2% | +149.0% | +4.2% | +92.2% |
| All | +153.2% | +150.2% | +3.0% | +92.2% |
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