+193.5%
ECL vs P
+691.2%
-497.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.4% | -13.3% | +13.8% | +2.0% |
| 30D | +8.6% | -34.0% | +42.6% | +13.7% |
| 3M | +7.9% | +4.1% | +3.8% | +5.8% |
| 6M | +21.0% | +30.5% | -9.4% | +13.6% |
| YTD | +17.5% | +52.2% | -34.7% | +6.9% |
| 1Y | +19.7% | +10.3% | +9.4% | +13.2% |
| 3Y | +77.4% | +180.9% | -103.4% | +33.9% |
| 5Y | +38.7% | +259.7% | -221.0% | -3.1% |
| 10Y | +193.5% | +652.6% | -459.1% | +67.5% |
| All | +193.5% | +691.2% | -497.7% | +67.5% |
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