+193.5%
ECL vs Z
-19.5%
+213.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.5% |
| 7D | +0.4% | -6.5% | +6.9% | +1.3% |
| 30D | +8.6% | -0.1% | +8.7% | +8.3% |
| 3M | +7.9% | -14.1% | +22.0% | +9.6% |
| 6M | +21.0% | -30.1% | +51.1% | +26.1% |
| YTD | +17.5% | -57.5% | +75.0% | +30.3% |
| 1Y | +19.7% | -60.3% | +80.0% | +33.8% |
| 3Y | +77.4% | -21.0% | +98.5% | +74.7% |
| 5Y | +38.7% | -54.9% | +93.6% | +41.9% |
| 10Y | +193.5% | -16.0% | +209.5% | +157.8% |
| All | +193.5% | -19.5% | +213.0% | +157.8% |
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