+197.2%
ECL vs RUN
-25.4%
+222.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.2% |
| 7D | -0.5% | +18.1% | -18.6% | -1.9% |
| 30D | +8.8% | +27.5% | -18.6% | +6.5% |
| 3M | +7.8% | -4.5% | +12.4% | +7.8% |
| 6M | +21.3% | -33.3% | +54.6% | +24.2% |
| YTD | +17.8% | -47.1% | +64.9% | +21.1% |
| 1Y | +21.1% | -43.1% | +64.2% | +23.5% |
| 3Y | +80.1% | -3.0% | +83.1% | +56.9% |
| 5Y | +40.5% | -82.6% | +123.1% | +38.6% |
| 10Y | +197.7% | +103.3% | +94.4% | +119.3% |
| All | +197.2% | -25.4% | +222.6% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling