+23.1%
ECL vs S
+36.5%
-13.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.4% |
| 7D | +7.7% | -8.2% | +15.9% | +7.6% |
| 30D | +13.7% | -7.6% | +21.3% | +13.6% |
| 3M | +11.6% | +12.0% | -0.4% | +11.5% |
| 6M | +23.9% | +50.6% | -26.7% | +23.4% |
| YTD | +21.0% | +56.6% | -35.6% | +20.1% |
| 1Y | +23.1% | +39.2% | -16.1% | +23.8% |
| All | +23.1% | +36.5% | -13.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling