+153.5%
ECL vs P
+705.1%
-551.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.6% | +6.5% | -9.1% | -3.4% |
| 30D | -2.2% | +18.8% | -21.0% | -4.8% |
| 3M | +10.1% | +26.7% | -16.6% | +5.5% |
| 6M | -5.7% | +62.2% | -67.9% | -13.6% |
| YTD | +7.0% | +48.5% | -41.5% | -1.3% |
| 1Y | +2.7% | +26.4% | -23.7% | -4.2% |
| 3Y | +57.7% | +159.4% | -101.7% | +22.1% |
| 5Y | +31.1% | +275.8% | -244.7% | -8.1% |
| All | +153.5% | +705.1% | -551.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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