+172.1%
EXC vs ECL
+199.1%
-27.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +10.0% | +8.1% | +1.8% | +6.1% |
| 3M | +1.6% | +6.4% | -4.7% | -1.3% |
| 6M | +3.3% | +14.8% | -11.5% | -3.3% |
| YTD | +7.6% | +15.5% | -7.9% | -0.2% |
| 1Y | +3.5% | +20.1% | -16.6% | -5.9% |
| 3Y | +27.7% | +77.8% | -50.1% | -6.1% |
| 5Y | +41.1% | +37.9% | +3.3% | +16.1% |
| All | +172.1% | +199.1% | -27.0% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling