+0.2%
ECL vs Q
+75.3%
-75.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.8% | -0.6% |
| 7D | -0.8% | +6.7% | -7.5% | -1.2% |
| 30D | -2.5% | -10.6% | +8.1% | -1.7% |
| 3M | +8.3% | -14.6% | +22.9% | +8.9% |
| 6M | -1.1% | +12.1% | -13.1% | -5.5% |
| YTD | +6.5% | +51.3% | -44.7% | -1.9% |
| All | +0.2% | +75.3% | -75.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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