+197.5%
ECL vs M
-8.5%
+206.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.5% | +0.6% | -1.0% | -0.6% |
| 30D | +6.6% | +7.0% | -0.4% | +5.3% |
| 3M | +9.6% | +3.1% | +6.5% | +8.9% |
| 6M | +21.6% | +33.5% | -11.9% | +15.5% |
| YTD | +16.9% | +13.4% | +3.5% | +13.5% |
| 1Y | +17.9% | +22.4% | -4.5% | +12.9% |
| 3Y | +76.5% | +150.9% | -74.4% | +43.6% |
| 5Y | +36.6% | -3.0% | +39.7% | +25.2% |
| All | +197.5% | -8.5% | +206.0% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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