+173.3%
ECL vs Z
+25.1%
+148.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -2.6% | -3.0% | +0.4% | -2.2% |
| 30D | -2.2% | -4.2% | +2.0% | -1.8% |
| 3M | +10.1% | -3.7% | +13.8% | +10.3% |
| 6M | -5.7% | -24.5% | +18.8% | -2.7% |
| YTD | +7.0% | -49.3% | +56.3% | +16.1% |
| 1Y | +2.7% | -58.7% | +61.3% | +14.3% |
| 3Y | +57.7% | -34.1% | +91.9% | +60.2% |
| 5Y | +31.1% | -64.5% | +95.7% | +37.1% |
| 10Y | +150.9% | -0.5% | +151.4% | +108.8% |
| All | +173.3% | +25.1% | +148.2% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling