+43.3%
ECL vs PL
+45.6%
-2.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +0.4% | +5.6% | -5.2% | 0.0% |
| 30D | +8.6% | -16.9% | +25.5% | +9.5% |
| 3M | +7.9% | -38.2% | +46.1% | +10.4% |
| 6M | +21.0% | -63.4% | +84.5% | +26.7% |
| YTD | +17.5% | -27.6% | +45.2% | +16.2% |
| 1Y | +19.7% | +6.6% | +13.1% | +14.4% |
| 3Y | +77.4% | +557.6% | -480.2% | +36.1% |
| 5Y | +38.7% | +39.5% | -0.8% | +19.5% |
| All | +43.3% | +45.6% | -2.3% | +21.1% |
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