+43.0%
ECL vs ROIV
+270.3%
-227.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.1% |
| 7D | -0.8% | +5.3% | -6.1% | -1.1% |
| 30D | +8.1% | +11.9% | -3.8% | +7.3% |
| 3M | +6.4% | +10.7% | -4.3% | +5.4% |
| 6M | +14.8% | +34.9% | -20.1% | +12.0% |
| YTD | +15.5% | +79.2% | -63.7% | +10.2% |
| 1Y | +20.1% | +89.0% | -68.9% | +14.2% |
| 3Y | +77.8% | +337.3% | -259.6% | +58.9% |
| 5Y | +37.9% | +402.3% | -364.5% | +13.7% |
| All | +43.0% | +270.3% | -227.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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