+115.8%
ECL vs REPL
-6.0%
+121.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -2.6% | -3.0% | +0.4% | -2.5% |
| 30D | -2.2% | +27.1% | -29.3% | -2.8% |
| 3M | +10.1% | +52.4% | -42.3% | +7.6% |
| 6M | -5.7% | +107.4% | -113.2% | -11.7% |
| YTD | +7.0% | +54.7% | -47.8% | +1.3% |
| 1Y | +2.7% | +158.9% | -156.2% | -7.1% |
| 3Y | +57.7% | -23.7% | +81.4% | +39.0% |
| 5Y | +31.1% | -54.3% | +85.5% | +17.5% |
| All | +115.8% | -6.0% | +121.8% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling