+152.1%
ECL vs TRU
+144.8%
+7.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.6% | -9.4% | +6.7% | +0.7% |
| 30D | -4.6% | -4.1% | -0.5% | -3.3% |
| 3M | +6.0% | +13.6% | -7.6% | +0.7% |
| 6M | -3.0% | +3.6% | -6.5% | -5.4% |
| YTD | +4.0% | -9.8% | +13.8% | +5.5% |
| 1Y | +2.0% | -13.6% | +15.7% | +4.5% |
| 3Y | +53.9% | -2.0% | +55.9% | +39.1% |
| 5Y | +27.1% | -35.8% | +63.0% | +36.4% |
| All | +152.1% | +144.8% | +7.3% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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