+43.8%
EXC vs ECL
+37.7%
+6.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +10.0% | +8.1% | +1.8% | +7.4% |
| 3M | +1.6% | +6.4% | -4.7% | -0.3% |
| 6M | +3.3% | +14.8% | -11.5% | -1.1% |
| YTD | +7.6% | +15.5% | -7.9% | +2.3% |
| 1Y | +3.5% | +20.1% | -16.6% | -2.9% |
| 3Y | +27.7% | +77.8% | -50.1% | +3.5% |
| All | +43.8% | +37.7% | +6.2% | +24.2% |
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 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