+198.3%
ECL vs RUN
-30.6%
+228.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.3% |
| 7D | -2.3% | +3.2% | -5.5% | -2.7% |
| 30D | +8.3% | +19.5% | -11.2% | +6.5% |
| 3M | +8.4% | -9.6% | +18.0% | +8.8% |
| 6M | +23.3% | -37.3% | +60.6% | +26.7% |
| YTD | +18.2% | -50.7% | +68.9% | +22.2% |
| 1Y | +18.8% | -54.1% | +72.8% | +23.3% |
| 3Y | +78.5% | -3.9% | +82.4% | +55.3% |
| 5Y | +40.1% | -84.4% | +124.5% | +39.5% |
| 10Y | +196.5% | +77.5% | +119.0% | +120.0% |
| All | +198.3% | -30.6% | +228.8% | +124.1% |
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