+3,014.5%
EQT vs ECL
+12,677.8%
-9,663.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.0% |
| 30D | +1.0% | -4.3% | +5.3% | +2.6% |
| 3M | +4.0% | +3.2% | +0.8% | +2.5% |
| 6M | -11.7% | -2.9% | -8.8% | -11.4% |
| YTD | +2.8% | +4.3% | -1.4% | +0.2% |
| 1Y | +10.0% | +1.6% | +8.4% | +8.0% |
| 3Y | +34.1% | +54.3% | -20.1% | +10.7% |
| 5Y | +195.3% | +26.5% | +168.8% | +157.7% |
| 10Y | +51.6% | +155.6% | -104.0% | -2.0% |
| All | +3,014.5% | +12,677.8% | -9,663.3% | +1,019.2% |
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 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