+6,438.2%
EW vs ECL
+2,116.4%
+4,321.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.9% |
| 30D | +1.0% | -2.2% | +3.2% | +2.1% |
| 3M | +2.8% | +10.1% | -7.3% | -1.9% |
| 6M | +5.5% | -5.7% | +11.2% | +8.0% |
| YTD | +5.5% | +7.0% | -1.5% | +1.6% |
| 1Y | +11.0% | +2.7% | +8.4% | +8.8% |
| 3Y | +17.7% | +57.7% | -40.0% | -7.1% |
| 5Y | -25.7% | +31.1% | -56.9% | -37.0% |
| 10Y | +132.8% | +150.9% | -18.1% | +45.8% |
| All | +6,438.2% | +2,116.4% | +4,321.8% | +1,737.3% |
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