+2,340.5%
EXC vs ECL
+13,009.7%
-10,669.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +1.2% |
| 30D | -3.7% | -2.2% | -1.6% | -3.0% |
| 3M | -1.3% | +10.1% | -11.4% | -4.6% |
| 6M | -9.7% | -5.7% | -4.0% | -8.3% |
| YTD | +2.9% | +7.0% | -4.1% | -0.1% |
| 1Y | +4.4% | +2.7% | +1.7% | +2.6% |
| 3Y | +22.2% | +57.7% | -35.5% | +2.4% |
| 5Y | +46.7% | +31.1% | +15.6% | +28.6% |
| 10Y | +155.3% | +150.9% | +4.5% | +80.0% |
| All | +2,340.5% | +13,009.7% | -10,669.1% | +647.2% |
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