+38.9%
ECL vs GEN
+33.3%
+5.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | +2.9% | +2.0% | +0.8% | +2.5% |
| 30D | +7.5% | +27.7% | -20.2% | +2.5% |
| 3M | +12.2% | +3.3% | +9.0% | +11.0% |
| 6M | +24.6% | +31.8% | -7.2% | +16.6% |
| YTD | +18.8% | +13.5% | +5.3% | +14.8% |
| 1Y | +19.3% | +16.0% | +3.3% | +14.7% |
| 3Y | +78.2% | +70.6% | +7.6% | +52.4% |
| All | +38.9% | +33.3% | +5.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling