+26.5%
ECL vs TRU
-36.4%
+62.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -2.7% | -6.5% | +3.7% | -1.0% |
| 30D | -4.3% | -2.5% | -1.8% | -3.8% |
| 3M | +3.2% | +10.4% | -7.1% | 0.0% |
| 6M | -2.9% | +1.6% | -4.5% | -4.2% |
| YTD | +4.3% | -9.7% | +14.0% | +5.6% |
| 1Y | +1.6% | -17.3% | +18.9% | +5.2% |
| 3Y | +54.3% | -1.8% | +56.1% | +44.7% |
| 5Y | +26.5% | -36.2% | +62.7% | +38.9% |
| All | +26.5% | -36.4% | +62.9% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling