+171.7%
ECL vs TRU
+238.0%
-66.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +2.2% |
| 7D | -2.6% | -6.8% | +4.2% | -0.3% |
| 30D | -2.2% | 0.0% | -2.2% | -2.4% |
| 3M | +10.1% | +13.3% | -3.2% | +4.8% |
| 6M | -5.7% | +3.4% | -9.2% | -8.0% |
| YTD | +7.0% | -6.4% | +13.3% | +7.1% |
| 1Y | +2.7% | -9.7% | +12.4% | +3.4% |
| 3Y | +57.7% | +0.1% | +57.6% | +42.1% |
| 5Y | +31.1% | -34.0% | +65.2% | +38.3% |
| 10Y | +150.9% | +147.9% | +3.0% | +65.4% |
| All | +171.7% | +238.0% | -66.3% | +66.6% |
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