+19.3%
ECL vs P
+23.6%
-4.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.6% |
| 7D | +2.9% | +11.6% | -8.8% | +2.9% |
| 30D | +7.5% | -23.7% | +31.2% | +7.3% |
| 3M | +12.2% | -8.0% | +20.2% | +12.0% |
| 6M | +24.6% | +27.9% | -3.3% | +24.3% |
| YTD | +18.8% | +61.2% | -42.4% | +16.8% |
| 1Y | +19.3% | +28.6% | -9.3% | +19.0% |
| All | +19.3% | +23.6% | -4.3% | +19.0% |
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