-8.2%
EW vs ECL
+38.6%
-46.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | +4.9% | +2.9% | +2.0% | +3.5% |
| 30D | +23.9% | +7.5% | +16.5% | +19.5% |
| 3M | +15.8% | +12.2% | +3.5% | +9.2% |
| 6M | +31.7% | +24.6% | +7.1% | +17.5% |
| YTD | +25.7% | +18.8% | +6.9% | +14.6% |
| 1Y | +24.4% | +19.3% | +5.1% | +13.2% |
| 3Y | +65.9% | +78.2% | -12.3% | +18.9% |
| All | -8.2% | +38.6% | -46.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling