+7,328.4%
EW vs ECL
+2,292.6%
+5,035.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.1% |
| 7D | +11.0% | -0.8% | +11.8% | +11.3% |
| 30D | +19.1% | +8.1% | +11.0% | +14.7% |
| 3M | +14.4% | +6.4% | +8.0% | +10.9% |
| 6M | +22.8% | +14.8% | +8.0% | +14.6% |
| YTD | +19.8% | +15.5% | +4.4% | +11.3% |
| 1Y | +23.9% | +20.1% | +3.8% | +12.9% |
| 3Y | +52.2% | +77.8% | -25.5% | +13.5% |
| 5Y | -13.9% | +37.9% | -51.8% | -28.7% |
| 10Y | +241.9% | +202.7% | +39.2% | +97.0% |
| All | +7,328.4% | +2,292.6% | +5,035.8% | +1,911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling