+155.6%
ECL vs RUN
+43.6%
+112.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.4% | -1.7% |
| 7D | -2.7% | -1.8% | -1.0% | -2.6% |
| 30D | -4.3% | -10.8% | +6.6% | -3.4% |
| 3M | +3.2% | -30.2% | +33.4% | +6.0% |
| 6M | -2.9% | -22.3% | +19.4% | -1.7% |
| YTD | +4.3% | -52.2% | +56.4% | +8.7% |
| 1Y | +1.6% | -45.1% | +46.7% | +3.9% |
| 3Y | +54.3% | -37.1% | +91.4% | +38.5% |
| 5Y | +26.5% | -80.3% | +106.8% | +22.7% |
| 10Y | +155.6% | +45.2% | +110.4% | +72.7% |
| All | +155.6% | +43.6% | +112.0% | +72.7% |
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