+189.3%
ECL vs P
+469.1%
-279.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.1% |
| 7D | -0.8% | -23.8% | +23.0% | +2.2% |
| 30D | +8.1% | -36.6% | +44.7% | +13.5% |
| 3M | +6.4% | +10.9% | -4.5% | +3.5% |
| 6M | +14.8% | +30.0% | -15.2% | +8.0% |
| YTD | +15.5% | +44.4% | -28.9% | +6.3% |
| 1Y | +20.1% | +3.9% | +16.2% | +14.8% |
| 3Y | +77.8% | +176.6% | -98.8% | +37.3% |
| 5Y | +37.9% | +249.3% | -211.4% | -0.2% |
| 10Y | +202.7% | +726.9% | -524.3% | +84.8% |
| All | +189.3% | +469.1% | -279.8% | +78.2% |
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