+138.5%
ECL vs REPL
+36.1%
+102.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.8% |
| 7D | -2.3% | +5.3% | -7.5% | -2.4% |
| 30D | +8.3% | +66.6% | -58.4% | +6.8% |
| 3M | +8.4% | +59.6% | -51.1% | +7.0% |
| 6M | +23.3% | +482.4% | -459.1% | +14.1% |
| YTD | +18.2% | +124.1% | -105.9% | +10.7% |
| 1Y | +18.8% | +138.6% | -119.8% | +10.9% |
| 3Y | +78.5% | +96.0% | -17.6% | +47.5% |
| 5Y | +40.1% | -35.4% | +75.5% | +24.5% |
| All | +138.5% | +36.1% | +102.3% | +71.0% |
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