+257.3%
ECL vs USFR
+28.5%
+228.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +8.8% | +0.4% | +8.5% | +8.7% |
| 3M | +7.8% | +1.1% | +6.8% | +7.6% |
| 6M | +21.3% | +2.0% | +19.3% | +20.7% |
| YTD | +17.8% | +3.4% | +14.4% | +16.8% |
| 1Y | +21.1% | +4.1% | +17.0% | +19.9% |
| 3Y | +80.1% | +14.3% | +65.7% | +74.4% |
| 5Y | +40.5% | +21.3% | +19.2% | +34.1% |
| 10Y | +197.7% | +28.5% | +169.3% | +180.0% |
| All | +257.3% | +28.5% | +228.8% | +230.6% |
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