+9.1%
EQT vs ECL
+2.0%
+7.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.2% | -2.6% | +1.5% | -1.1% |
| 30D | +1.1% | -4.6% | +5.7% | +1.2% |
| 3M | +4.8% | +6.0% | -1.2% | +4.8% |
| 6M | -10.6% | -3.0% | -7.6% | -9.4% |
| YTD | +3.4% | +4.0% | -0.6% | +1.8% |
| All | +9.1% | +2.0% | +7.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling