+153.2%
ECL vs Z
-7.0%
+160.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.5% |
| 7D | -0.8% | -3.3% | +2.5% | -0.4% |
| 30D | -2.5% | -3.7% | +1.2% | -2.1% |
| 3M | +8.3% | -7.0% | +15.3% | +9.0% |
| 6M | -1.1% | -29.5% | +28.4% | +3.1% |
| YTD | +6.5% | -52.6% | +59.1% | +16.8% |
| 1Y | +2.1% | -64.0% | +66.1% | +16.0% |
| 3Y | +57.6% | -36.4% | +94.0% | +60.7% |
| 5Y | +28.1% | -65.8% | +93.8% | +34.4% |
| 10Y | +153.2% | -5.8% | +159.0% | +114.8% |
| All | +153.2% | -7.0% | +160.2% | +114.8% |
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