+237.3%
ECL vs QSR
+202.3%
+35.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 1Y | +19.3% | +11.0% | +8.4% | +13.6% |
| 3Y | +78.2% | +22.0% | +56.2% | +60.6% |
| 5Y | +38.8% | +57.1% | -18.3% | +12.6% |
| 10Y | +197.8% | +138.3% | +59.6% | +100.6% |
| All | +237.3% | +202.3% | +35.0% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling