+28.1%
ECL vs SPXU
-86.0%
+114.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.1% |
| 7D | -0.8% | -1.5% | +0.7% | -1.2% |
| 30D | -2.5% | +3.7% | -6.2% | -1.4% |
| 3M | +8.3% | -9.6% | +17.9% | +5.8% |
| 6M | -1.1% | -32.4% | +31.3% | -10.5% |
| YTD | +6.5% | -28.7% | +35.2% | -1.8% |
| 1Y | +2.1% | -38.2% | +40.3% | -9.3% |
| 3Y | +57.6% | -80.4% | +138.0% | +4.4% |
| 5Y | +28.1% | -86.0% | +114.1% | -13.1% |
| All | +28.1% | -86.0% | +114.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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