+202.5%
ECL vs QSR
+211.0%
-8.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -2.5% | +5.9% | -8.4% | -4.7% |
| 3M | +8.3% | +10.5% | -2.1% | +4.2% |
| 6M | -1.1% | +7.7% | -8.8% | -4.3% |
| YTD | +6.5% | +16.8% | -10.3% | -0.3% |
| 1Y | +2.1% | +30.9% | -28.8% | -8.6% |
| 3Y | +57.6% | +28.2% | +29.4% | +39.5% |
| 5Y | +28.1% | +45.0% | -16.9% | +7.0% |
| 10Y | +153.2% | +127.3% | +25.9% | +72.0% |
| All | +202.5% | +211.0% | -8.5% | +88.8% |
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