+156.3%
ECL vs QSR
+135.2%
+21.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -1.1% | -4.0% | +2.9% | +0.5% |
| 30D | -0.8% | +2.8% | -3.6% | -2.0% |
| 3M | +5.0% | +5.1% | 0.0% | +2.8% |
| 6M | +0.2% | +8.8% | -8.6% | -3.6% |
| YTD | +5.8% | +14.8% | -9.1% | -0.8% |
| 1Y | +1.5% | +25.7% | -24.2% | -8.4% |
| 3Y | +55.0% | +27.5% | +27.5% | +36.0% |
| 5Y | +29.3% | +41.3% | -12.0% | +7.4% |
| All | +156.3% | +135.2% | +21.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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