+194.3%
ECL vs P
+449.6%
-255.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -16.4% | +13.5% | -0.9% |
| 7D | +1.7% | -31.9% | +33.5% | +6.1% |
| 30D | +8.9% | -36.5% | +45.4% | +14.3% |
| 3M | +7.4% | +11.6% | -4.2% | +4.4% |
| 6M | +19.3% | +25.2% | -5.9% | +12.9% |
| YTD | +17.4% | +39.4% | -22.0% | +8.6% |
| 1Y | +19.4% | -3.7% | +23.1% | +15.3% |
| 3Y | +80.5% | +167.3% | -86.8% | +40.0% |
| 5Y | +40.2% | +237.3% | -197.1% | +2.0% |
| 10Y | +207.8% | +698.6% | -490.8% | +88.7% |
| All | +194.3% | +449.6% | -255.4% | +82.0% |
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 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