+28.1%
ECL vs RUN
-80.3%
+108.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | -0.8% | +10.2% | -10.9% | -1.4% |
| 30D | -2.5% | -9.6% | +7.1% | -1.9% |
| 3M | +8.3% | -31.5% | +39.8% | +10.4% |
| 6M | -1.1% | -18.7% | +17.6% | -0.5% |
| YTD | +6.5% | -49.9% | +56.4% | +9.4% |
| 1Y | +2.1% | -45.5% | +47.6% | +3.7% |
| 3Y | +57.6% | -34.1% | +91.7% | +44.8% |
| 5Y | +28.1% | -79.4% | +107.5% | +23.7% |
| All | +28.1% | -80.3% | +108.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling