+801.3%
ECL vs UUUU
-96.4%
+897.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +2.9% | -1.1% | +3.9% | +2.9% |
| 30D | +7.5% | -21.0% | +28.5% | +8.6% |
| 3M | +12.2% | -54.8% | +67.0% | +16.4% |
| 6M | +24.6% | -67.3% | +91.9% | +30.7% |
| YTD | +18.8% | -54.7% | +73.4% | +21.6% |
| 1Y | +19.3% | -57.4% | +76.8% | +22.3% |
| 3Y | +78.2% | -19.6% | +97.8% | +72.2% |
| 5Y | +38.8% | -40.0% | +78.8% | +33.5% |
| 10Y | +197.8% | +364.1% | -166.2% | +149.1% |
| All | +801.3% | -96.4% | +897.7% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling