+27.1%
ECL vs UUUU
+111.0%
-83.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.2% |
| 7D | -2.6% | -5.0% | +2.4% | -2.3% |
| 30D | -4.6% | -7.8% | +3.2% | -4.2% |
| 3M | +6.0% | -0.4% | +6.4% | +5.6% |
| 6M | -3.0% | -32.9% | +29.9% | -1.2% |
| YTD | +4.0% | -6.3% | +10.3% | +2.3% |
| 1Y | +2.0% | +7.9% | -5.9% | -2.4% |
| 3Y | +53.9% | +85.2% | -31.3% | +34.4% |
| 5Y | +27.1% | +97.0% | -69.8% | +6.6% |
| All | +27.1% | +111.0% | -83.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling