+37.8%
ECL vs M
-11.5%
+49.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | -0.8% | -4.3% | +3.5% | -0.1% |
| 30D | +8.1% | +1.3% | +6.8% | +7.9% |
| 3M | +6.4% | -7.4% | +13.7% | +7.4% |
| 6M | +14.8% | +18.3% | -3.6% | +11.5% |
| YTD | +15.5% | +7.6% | +7.9% | +13.3% |
| 1Y | +20.1% | +17.4% | +2.7% | +16.2% |
| 3Y | +77.8% | +108.4% | -30.6% | +48.9% |
| All | +37.8% | -11.5% | +49.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling