+38.9%
ECL vs QSR
+53.9%
-15.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.9% | -2.9% | +5.8% | +4.0% |
| 30D | +7.5% | +4.1% | +3.4% | +5.8% |
| 3M | +12.2% | -0.7% | +12.9% | +12.2% |
| 6M | +24.6% | +0.4% | +24.1% | +23.8% |
| YTD | +18.8% | +13.5% | +5.2% | +11.7% |
| 1Y | +19.3% | +11.0% | +8.4% | +13.2% |
| 3Y | +78.2% | +22.0% | +56.2% | +56.5% |
| All | +38.9% | +53.9% | -15.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling