+571.9%
ECL vs URA
-31.1%
+603.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | -2.2% | +7.4% | -9.6% | -3.9% |
| 3M | +10.1% | -8.4% | +18.5% | +11.4% |
| 6M | -5.7% | -12.7% | +7.0% | -4.2% |
| YTD | +7.0% | +7.8% | -0.8% | +2.7% |
| 1Y | +2.7% | +19.5% | -16.8% | -5.2% |
| 3Y | +57.7% | +116.4% | -58.7% | +19.9% |
| 5Y | +31.1% | +134.3% | -103.1% | -6.8% |
| 10Y | +150.9% | +359.3% | -208.4% | +35.4% |
| All | +571.9% | -31.1% | +603.0% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling