+40.8%
ECL vs PL
+28.1%
+12.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -2.2% |
| 7D | -0.8% | -6.8% | +6.1% | -0.5% |
| 30D | +8.1% | -29.3% | +37.4% | +10.0% |
| 3M | +6.4% | -44.8% | +51.1% | +9.5% |
| 6M | +14.8% | -68.4% | +83.1% | +21.1% |
| YTD | +15.5% | -36.4% | +51.8% | +15.0% |
| 1Y | +20.1% | +0.7% | +19.4% | +15.1% |
| 3Y | +77.8% | +455.3% | -377.6% | +38.0% |
| 5Y | +37.9% | +22.7% | +15.2% | +19.1% |
| All | +40.8% | +28.1% | +12.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling