+11.3%
ECL vs Q
+80.0%
-68.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | -2.3% | +6.6% | -8.8% | -2.7% |
| 30D | +8.3% | +2.7% | +5.6% | +8.0% |
| 3M | +8.4% | -8.4% | +16.8% | +9.0% |
| 6M | +23.3% | -17.3% | +40.6% | +24.1% |
| YTD | +18.2% | +55.3% | -37.1% | +8.6% |
| 1Y | +18.8% | +31.5% | -12.7% | +11.2% |
| All | +11.3% | +80.0% | -68.7% | +4.0% |
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