+711.8%
ECL vs UUUU
-92.0%
+803.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.5% |
| 30D | -2.2% | +16.3% | -18.5% | -3.0% |
| 3M | +10.1% | -16.7% | +26.8% | +10.7% |
| 6M | -5.7% | -33.7% | +27.9% | -4.4% |
| YTD | +7.0% | -0.5% | +7.4% | +5.6% |
| 1Y | +2.7% | +28.9% | -26.2% | -0.8% |
| 3Y | +57.7% | +99.9% | -42.1% | +45.8% |
| 5Y | +31.1% | +135.3% | -104.1% | +18.1% |
| 10Y | +150.9% | +518.4% | -367.5% | +105.2% |
| All | +711.8% | -92.0% | +803.8% | +586.2% |
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