+23.6%
EW vs ECL
+17.4%
+6.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | +24.1% | +6.6% | +17.5% | +20.6% |
| 3M | +13.7% | +9.6% | +4.1% | +9.2% |
| 6M | +32.7% | +21.6% | +11.1% | +21.6% |
| YTD | +24.1% | +16.9% | +7.2% | +15.7% |
| 1Y | +23.6% | +17.9% | +5.7% | +14.6% |
| All | +23.6% | +17.4% | +6.2% | +14.6% |
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 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