+52.2%
EW vs ECL
+78.2%
-25.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +11.0% | -0.8% | +11.8% | +11.3% |
| 30D | +19.1% | +8.1% | +11.0% | +15.5% |
| 3M | +14.4% | +6.4% | +8.0% | +11.6% |
| 6M | +22.8% | +14.8% | +8.0% | +16.3% |
| YTD | +19.8% | +15.5% | +4.4% | +13.3% |
| 1Y | +23.9% | +20.1% | +3.8% | +15.5% |
| 3Y | +52.2% | +77.8% | -25.5% | +28.6% |
| All | +52.2% | +78.2% | -25.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling