+58.2%
ECL vs M
+117.7%
-59.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -2.6% | +4.7% | -7.3% | -3.0% |
| 30D | -2.2% | -9.6% | +7.5% | -1.2% |
| 3M | +10.1% | +0.9% | +9.3% | +9.9% |
| 6M | -5.7% | +22.3% | -28.0% | -7.6% |
| YTD | +7.0% | +6.5% | +0.4% | +6.0% |
| 1Y | +2.7% | +38.8% | -36.1% | -0.7% |
| All | +58.2% | +117.7% | -59.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling