+12,781.7%
ECL vs GEN
+8,838.8%
+3,942.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -2.6% | -1.2% | -1.4% | -2.5% |
| 30D | -2.2% | +10.1% | -12.3% | -3.2% |
| 3M | +10.1% | +16.1% | -6.0% | +8.3% |
| 6M | -5.7% | +38.9% | -44.6% | -9.3% |
| YTD | +7.0% | +14.4% | -7.5% | +4.9% |
| 1Y | +2.7% | +5.9% | -3.2% | +1.5% |
| 3Y | +57.7% | +58.8% | -1.1% | +48.7% |
| 5Y | +31.1% | +24.7% | +6.5% | +25.9% |
| 10Y | +150.9% | +163.1% | -12.2% | +119.7% |
| All | +12,781.7% | +8,838.8% | +3,942.8% | +6,702.7% |
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