+121.7%
EW vs ECL
+153.2%
-31.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -4.4% | -0.8% | -3.7% | -4.0% |
| 30D | -3.3% | -2.5% | -0.9% | -2.0% |
| 3M | +1.0% | +8.3% | -7.3% | -3.7% |
| 6M | +6.2% | -1.1% | +7.3% | +6.3% |
| YTD | +1.7% | +6.5% | -4.8% | -2.6% |
| 1Y | +8.1% | +2.1% | +6.0% | +5.8% |
| 3Y | +17.1% | +57.6% | -40.5% | -13.1% |
| 5Y | -29.4% | +28.1% | -57.4% | -41.5% |
| 10Y | +121.7% | +153.2% | -31.5% | +8.6% |
| All | +121.7% | +153.2% | -31.5% | +8.6% |
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