+197.7%
ECL vs Z
-11.7%
+209.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.5% |
| 7D | -0.5% | -5.2% | +4.6% | +0.1% |
| 30D | +8.8% | +5.7% | +3.1% | +7.7% |
| 3M | +7.8% | -8.7% | +16.6% | +8.6% |
| 6M | +21.3% | -26.0% | +47.3% | +25.4% |
| YTD | +17.8% | -55.0% | +72.8% | +29.6% |
| 1Y | +21.1% | -58.0% | +79.1% | +34.3% |
| 3Y | +80.1% | -15.2% | +95.3% | +75.5% |
| 5Y | +40.5% | -53.8% | +94.3% | +43.1% |
| 10Y | +197.7% | -14.5% | +212.3% | +159.1% |
| All | +197.7% | -11.7% | +209.4% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling