+11,448.9%
ECL vs M
+396.5%
+11,052.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -2.6% | +4.7% | -7.3% | -3.5% |
| 30D | -2.2% | -9.6% | +7.5% | -0.3% |
| 3M | +10.1% | +0.9% | +9.3% | +9.6% |
| 6M | -5.7% | +22.3% | -28.0% | -9.8% |
| YTD | +7.0% | +6.5% | +0.4% | +4.7% |
| 1Y | +2.7% | +38.8% | -36.1% | -4.8% |
| 3Y | +57.7% | +115.9% | -58.2% | +27.5% |
| 5Y | +31.1% | +28.6% | +2.5% | +10.8% |
| 10Y | +150.9% | -2.5% | +153.4% | +89.2% |
| All | +11,448.9% | +396.5% | +11,052.4% | +5,793.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling