+37.8%
ECL vs Z
-55.4%
+93.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.3% |
| 7D | -0.8% | -4.6% | +3.8% | -0.1% |
| 30D | +8.1% | +8.3% | -0.2% | +6.4% |
| 3M | +6.4% | -11.6% | +18.0% | +7.9% |
| 6M | +14.8% | -33.6% | +48.4% | +21.6% |
| YTD | +15.5% | -56.7% | +72.1% | +30.5% |
| 1Y | +20.1% | -59.1% | +79.2% | +36.9% |
| 3Y | +77.8% | -20.4% | +98.1% | +70.1% |
| All | +37.8% | -55.4% | +93.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling