+8.7%
ECL vs Q
+66.4%
-57.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -2.1% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | +8.1% | -9.8% | +17.9% | +8.8% |
| 3M | +6.4% | -12.2% | +18.6% | +7.1% |
| 6M | +14.8% | -21.6% | +36.4% | +15.6% |
| YTD | +15.5% | +43.6% | -28.1% | +6.6% |
| 1Y | +20.1% | +25.7% | -5.6% | +12.5% |
| All | +8.7% | +66.4% | -57.7% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling