+168.0%
ECL vs P
+485.4%
-317.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.6% | +6.5% | -9.1% | -3.4% |
| 30D | -2.2% | +18.8% | -21.0% | -4.7% |
| 3M | +10.1% | +26.7% | -16.6% | +5.8% |
| 6M | -5.7% | +62.2% | -67.9% | -13.2% |
| YTD | +7.0% | +48.5% | -41.5% | -0.9% |
| 1Y | +2.7% | +26.4% | -23.7% | -3.8% |
| 3Y | +57.7% | +159.4% | -101.7% | +24.6% |
| 5Y | +31.1% | +275.8% | -244.7% | -5.2% |
| 10Y | +150.9% | +732.0% | -581.2% | +54.3% |
| All | +168.0% | +485.4% | -317.3% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling