+30.0%
ECL vs P
+276.6%
-246.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -2.6% | +6.5% | -9.1% | -3.1% |
| 30D | -2.2% | +18.8% | -21.0% | -3.9% |
| 3M | +10.1% | +26.7% | -16.6% | +7.1% |
| 6M | -5.7% | +62.2% | -67.9% | -11.2% |
| YTD | +7.0% | +48.5% | -41.5% | +1.2% |
| 1Y | +2.7% | +26.4% | -23.7% | -2.1% |
| 3Y | +57.7% | +159.4% | -101.7% | +26.2% |
| All | +30.0% | +276.6% | -246.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling