+196.8%
ECL vs URA
+278.3%
-81.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.5% |
| 7D | -0.8% | -4.1% | +3.4% | 0.0% |
| 30D | +8.1% | -19.0% | +27.1% | +12.4% |
| 3M | +6.4% | -25.1% | +31.5% | +11.9% |
| 6M | +14.8% | -44.5% | +59.3% | +27.5% |
| YTD | +15.5% | -24.3% | +39.8% | +18.6% |
| 1Y | +20.1% | -28.1% | +48.2% | +24.4% |
| 3Y | +77.8% | +40.7% | +37.1% | +48.2% |
| 5Y | +37.9% | +35.5% | +2.4% | +11.8% |
| All | +196.8% | +278.3% | -81.5% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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