+202.3%
ECL vs RUN
+68.6%
+133.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +2.9% | -13.5% | +16.4% | +4.1% |
| 30D | +7.5% | +18.3% | -10.8% | +5.6% |
| 3M | +12.2% | -12.5% | +24.7% | +13.0% |
| 6M | +24.6% | -40.3% | +64.9% | +28.9% |
| YTD | +18.8% | -53.1% | +71.9% | +23.6% |
| 1Y | +19.3% | -54.3% | +73.6% | +24.2% |
| 3Y | +78.2% | -6.5% | +84.7% | +52.4% |
| 5Y | +38.8% | -85.3% | +124.1% | +40.1% |
| All | +202.3% | +68.6% | +133.7% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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