+30.0%
ECL vs PL
+82.7%
-52.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.6% | -9.3% | +6.7% | -2.1% |
| 30D | -2.2% | -18.9% | +16.8% | -1.1% |
| 3M | +10.1% | -58.4% | +68.5% | +15.0% |
| 6M | -5.7% | -30.3% | +24.6% | -5.5% |
| YTD | +7.0% | -8.1% | +15.1% | +4.7% |
| 1Y | +2.7% | +180.5% | -177.8% | -8.7% |
| 3Y | +57.7% | +444.1% | -386.4% | +25.9% |
| All | +30.0% | +82.7% | -52.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling