-18.9%
EXE vs ECL
+23.8%
-42.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -2.3% |
| 7D | -4.7% | +7.7% | -12.4% | -3.5% |
| 30D | +1.0% | +13.7% | -12.7% | +3.1% |
| 3M | -5.6% | +11.6% | -17.2% | -4.0% |
| 6M | -12.3% | +23.9% | -36.2% | -8.8% |
| YTD | -19.5% | +21.0% | -40.5% | -16.9% |
| 1Y | -18.9% | +23.1% | -42.0% | -16.4% |
| All | -18.9% | +23.8% | -42.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling