+49.5%
EQT vs ECL
+155.8%
-106.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.2% | -2.6% | +1.5% | -0.1% |
| 30D | +1.1% | -4.6% | +5.7% | +2.9% |
| 3M | +4.8% | +6.0% | -1.2% | +2.0% |
| 6M | -10.6% | -3.0% | -7.6% | -10.2% |
| YTD | +3.4% | +4.0% | -0.6% | +0.6% |
| 1Y | +8.7% | +2.0% | +6.7% | +6.3% |
| 3Y | +35.0% | +53.9% | -19.0% | +7.8% |
| 5Y | +204.2% | +27.1% | +177.1% | +159.8% |
| All | +49.5% | +155.8% | -106.2% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling