+236.1%
EW vs ECL
+196.4%
+39.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | +9.3% | +0.4% | +8.8% | +8.9% |
| 30D | +22.1% | +8.6% | +13.5% | +16.5% |
| 3M | +13.0% | +7.9% | +5.1% | +8.1% |
| 6M | +30.1% | +21.0% | +9.0% | +16.2% |
| YTD | +22.0% | +17.5% | +4.5% | +10.5% |
| 1Y | +23.7% | +19.7% | +4.1% | +10.8% |
| 3Y | +62.0% | +77.4% | -15.4% | +12.6% |
| 5Y | -12.4% | +38.7% | -51.1% | -30.5% |
| 10Y | +236.1% | +193.5% | +42.6% | +65.1% |
| All | +236.1% | +196.4% | +39.6% | +65.1% |
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