+13,805.6%
ECL vs GEN
+8,588.0%
+5,217.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.4% |
| 7D | -0.8% | +2.3% | -3.0% | -1.0% |
| 30D | +8.1% | +33.1% | -24.9% | +4.9% |
| 3M | +6.4% | +6.5% | -0.1% | +5.3% |
| 6M | +14.8% | +53.8% | -39.0% | +9.1% |
| YTD | +15.5% | +11.2% | +4.2% | +13.2% |
| 1Y | +20.1% | +19.4% | +0.7% | +16.9% |
| 3Y | +77.8% | +81.0% | -3.3% | +64.9% |
| 5Y | +37.9% | +33.4% | +4.4% | +31.2% |
| 10Y | +202.7% | +164.3% | +38.4% | +164.3% |
| All | +13,805.6% | +8,588.0% | +5,217.5% | +7,242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling