+45.4%
ECL vs ROIV
+248.8%
-203.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.6% |
| 7D | +1.7% | -2.4% | +4.1% | +1.8% |
| 30D | +8.9% | +3.1% | +5.8% | +8.7% |
| 3M | +7.4% | +5.8% | +1.6% | +6.8% |
| 6M | +19.3% | +29.3% | -10.0% | +16.8% |
| YTD | +17.4% | +68.8% | -51.3% | +12.6% |
| 1Y | +19.4% | +81.0% | -61.6% | +13.9% |
| 3Y | +80.5% | +294.6% | -214.1% | +62.4% |
| 5Y | +40.2% | +373.1% | -332.9% | +16.1% |
| All | +45.4% | +248.8% | -203.3% | +21.0% |
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