+137.6%
ECL vs REPL
+39.1%
+98.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +1.9% |
| 7D | -0.5% | +14.2% | -14.7% | -0.9% |
| 30D | +8.8% | +65.9% | -57.0% | +7.3% |
| 3M | +7.8% | +84.6% | -76.7% | +6.0% |
| 6M | +21.3% | +446.9% | -425.6% | +12.6% |
| YTD | +17.8% | +129.0% | -111.2% | +10.3% |
| 1Y | +21.1% | +167.9% | -146.8% | +12.5% |
| 3Y | +80.1% | +93.9% | -13.8% | +49.2% |
| 5Y | +40.5% | -33.0% | +73.5% | +24.7% |
| All | +137.6% | +39.1% | +98.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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