+196.5%
ECL vs P
+686.0%
-489.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | 0.0% |
| 7D | -2.3% | -4.7% | +2.4% | -1.9% |
| 30D | +8.3% | -31.4% | +39.7% | +12.9% |
| 3M | +8.4% | -2.6% | +11.1% | +7.4% |
| 6M | +23.3% | +21.9% | +1.3% | +17.1% |
| YTD | +18.2% | +58.9% | -40.7% | +6.9% |
| 1Y | +18.8% | +21.7% | -3.0% | +10.8% |
| 3Y | +78.5% | +193.3% | -114.8% | +33.9% |
| 5Y | +40.1% | +275.1% | -235.1% | -2.7% |
| 10Y | +196.5% | +655.3% | -458.8% | +66.8% |
| All | +196.5% | +686.0% | -489.5% | +66.8% |
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