+78.2%
ECL vs GEN
+67.9%
+10.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.3% |
| 7D | +2.9% | +2.0% | +0.8% | +2.6% |
| 30D | +7.5% | +27.7% | -20.2% | +4.2% |
| 3M | +12.2% | +3.3% | +9.0% | +11.5% |
| 6M | +24.6% | +31.8% | -7.2% | +19.3% |
| YTD | +18.8% | +13.5% | +5.3% | +17.1% |
| 1Y | +19.3% | +16.0% | +3.3% | +17.1% |
| 3Y | +78.2% | +70.6% | +7.6% | +57.9% |
| All | +78.2% | +67.9% | +10.3% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling