+224.4%
ECL vs USFR
+27.5%
+196.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -2.2% | +0.3% | -2.5% | -2.2% |
| 3M | +10.1% | +1.0% | +9.1% | +9.9% |
| 6M | -5.7% | +1.9% | -7.7% | -6.2% |
| YTD | +7.0% | +2.6% | +4.3% | +6.3% |
| 1Y | +2.7% | +4.0% | -1.3% | +1.7% |
| 3Y | +57.7% | +14.1% | +43.6% | +52.8% |
| 5Y | +31.1% | +20.4% | +10.7% | +25.4% |
| 10Y | +150.9% | +28.0% | +122.9% | +136.1% |
| All | +224.4% | +27.5% | +196.9% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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