+266.6%
EW vs ECL
+192.9%
+73.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.2% |
| 30D | +24.1% | +6.6% | +17.5% | +19.7% |
| 3M | +13.7% | +9.6% | +4.1% | +7.8% |
| 6M | +32.7% | +21.6% | +11.1% | +18.2% |
| YTD | +24.1% | +16.9% | +7.2% | +12.7% |
| 1Y | +23.6% | +17.9% | +5.7% | +11.7% |
| 3Y | +64.8% | +76.5% | -11.7% | +15.0% |
| 5Y | -8.8% | +36.6% | -45.4% | -26.9% |
| All | +266.6% | +192.9% | +73.7% | +93.8% |
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