+196.9%
ECL vs TRU
+243.2%
-46.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.5% | -2.2% | +1.7% | +0.3% |
| 30D | +6.6% | +20.2% | -13.6% | -0.5% |
| 3M | +9.6% | +2.2% | +7.4% | +7.9% |
| 6M | +21.6% | +17.6% | +4.0% | +13.3% |
| YTD | +16.9% | -5.0% | +21.8% | +15.7% |
| 1Y | +17.9% | -1.0% | +18.8% | +14.8% |
| 3Y | +76.5% | +56.5% | +20.0% | +32.5% |
| 5Y | +36.6% | -26.2% | +62.8% | +36.7% |
| 10Y | +193.2% | +184.5% | +8.7% | +84.5% |
| All | +196.9% | +243.2% | -46.2% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling