+77.4%
ECL vs TRU
+59.7%
+17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.3% | 0.0% | -2.2% | -2.3% |
| 30D | +8.3% | +24.3% | -16.0% | +4.1% |
| 3M | +8.4% | +2.3% | +6.2% | +7.6% |
| 6M | +23.3% | +17.7% | +5.6% | +19.3% |
| YTD | +18.2% | -3.8% | +22.0% | +17.6% |
| 1Y | +18.8% | -0.3% | +19.1% | +17.3% |
| All | +77.4% | +59.7% | +17.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling