+19.9%
ECL vs P
+10.7%
+9.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +2.0% |
| 7D | -0.5% | -9.6% | +9.1% | -0.6% |
| 30D | +8.8% | -33.4% | +42.3% | +8.6% |
| 3M | +7.8% | +14.2% | -6.4% | +7.6% |
| 6M | +21.3% | +31.6% | -10.3% | +20.9% |
| YTD | +17.8% | +53.5% | -35.7% | +16.2% |
| All | +19.9% | +10.7% | +9.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling