+150.1%
EXE vs ECL
+49.8%
+100.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -2.2% | +0.4% | -2.7% | -2.3% |
| 30D | -0.3% | +8.6% | -8.9% | -2.0% |
| 3M | -9.3% | +7.9% | -17.2% | -10.7% |
| 6M | -7.2% | +21.0% | -28.3% | -11.0% |
| YTD | -18.9% | +17.5% | -36.4% | -22.1% |
| 1Y | -21.7% | +19.7% | -41.3% | -25.1% |
| 3Y | +21.0% | +77.4% | -56.4% | +3.9% |
| 5Y | +76.0% | +38.7% | +37.3% | +52.1% |
| All | +150.1% | +49.8% | +100.3% | +112.1% |
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