+38.2%
ECL vs M
-2.0%
+40.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.3% | -3.3% | +1.0% | -1.8% |
| 30D | +8.3% | +8.1% | +0.2% | +6.9% |
| 3M | +8.4% | +2.2% | +6.2% | +7.9% |
| 6M | +23.3% | +35.1% | -11.9% | +17.3% |
| YTD | +18.2% | +15.8% | +2.4% | +14.7% |
| 1Y | +18.8% | +25.8% | -7.1% | +13.7% |
| 3Y | +78.5% | +156.2% | -77.8% | +43.9% |
| All | +38.2% | -2.0% | +40.2% | +25.4% |
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