+376.6%
EFA vs ECL
+1,891.9%
-1,515.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.7% |
| 7D | +2.2% | +2.9% | -0.6% | +0.7% |
| 30D | +1.4% | +7.5% | -6.1% | -2.5% |
| 3M | -4.2% | +12.2% | -16.4% | -10.1% |
| 6M | +1.9% | +24.6% | -22.6% | -10.1% |
| YTD | +10.2% | +18.8% | -8.6% | -0.5% |
| 1Y | +12.8% | +19.3% | -6.6% | +1.5% |
| 3Y | +65.2% | +78.2% | -13.0% | +16.8% |
| 5Y | +49.8% | +38.8% | +11.0% | +18.4% |
| 10Y | +145.2% | +197.8% | -52.7% | +14.0% |
| All | +376.6% | +1,891.9% | -1,515.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling