+197.7%
ECL vs M
+3.7%
+194.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.7% |
| 7D | -0.5% | +2.5% | -3.1% | -1.0% |
| 30D | +8.8% | +10.1% | -1.2% | +7.1% |
| 3M | +7.8% | -0.9% | +8.8% | +7.8% |
| 6M | +21.3% | +30.2% | -8.9% | +15.7% |
| YTD | +17.8% | +16.3% | +1.5% | +13.9% |
| 1Y | +21.1% | +27.0% | -5.9% | +15.3% |
| 3Y | +80.1% | +154.5% | -74.4% | +46.2% |
| 5Y | +40.5% | -1.1% | +41.5% | +28.3% |
| 10Y | +197.7% | +0.5% | +197.3% | +101.8% |
| All | +197.7% | +3.7% | +194.0% | +101.8% |
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