+20.1%
ECL vs PL
-3.5%
+23.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -1.6% |
| 7D | -0.8% | -6.8% | +6.1% | -0.8% |
| 30D | +8.1% | -29.3% | +37.4% | +8.0% |
| 3M | +6.4% | -44.8% | +51.1% | +6.1% |
| 6M | +14.8% | -68.4% | +83.1% | +15.0% |
| YTD | +15.5% | -36.4% | +51.8% | +14.4% |
| 1Y | +20.1% | +0.7% | +19.4% | +16.8% |
| All | +20.1% | -3.5% | +23.6% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling