+59.2%
ECL vs S
-51.7%
+110.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.9% | +2.0% | +0.9% | +2.6% |
| 30D | +7.5% | -2.7% | +10.2% | +7.6% |
| 3M | +12.2% | -6.9% | +19.1% | +12.4% |
| 6M | +24.6% | +38.1% | -13.5% | +19.3% |
| YTD | +18.8% | +48.0% | -29.2% | +12.2% |
| 1Y | +19.3% | +34.5% | -15.1% | +13.8% |
| 3Y | +78.2% | +38.3% | +39.9% | +64.1% |
| 5Y | +38.8% | -70.9% | +109.7% | +35.6% |
| All | +59.2% | -51.7% | +110.9% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling