+1.5%
ECL vs UUUU
+3.5%
-2.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +1.7% |
| 7D | -1.1% | -10.5% | +9.4% | -1.0% |
| 30D | -0.8% | -10.5% | +9.7% | -0.7% |
| 3M | +5.0% | -14.1% | +19.2% | +5.3% |
| 6M | +0.2% | -35.5% | +35.7% | +0.7% |
| YTD | +5.8% | -10.9% | +16.7% | +6.4% |
| 1Y | +1.5% | +3.4% | -1.8% | +4.8% |
| All | +1.5% | +3.5% | -2.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling