+54.8%
EFA vs ECL
+29.5%
+25.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -0.7% | -2.5% | +1.7% | +0.2% |
| 3M | +6.4% | +8.3% | -1.9% | +2.8% |
| 6M | +11.4% | -1.1% | +12.5% | +11.4% |
| YTD | +14.0% | +6.5% | +7.5% | +10.7% |
| 1Y | +20.2% | +2.1% | +18.1% | +18.4% |
| 3Y | +68.2% | +57.6% | +10.6% | +37.7% |
| 5Y | +54.8% | +28.1% | +26.8% | +30.4% |
| All | +54.8% | +29.5% | +25.3% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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