+16.2%
EXE vs ECL
+78.6%
-62.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | -2.6% | +8.8% | -11.4% | -3.2% |
| 3M | -6.9% | +7.8% | -14.7% | -7.4% |
| 6M | -9.3% | +21.3% | -30.6% | -11.0% |
| YTD | -20.7% | +17.8% | -38.5% | -22.3% |
| 1Y | -21.8% | +21.1% | -42.9% | -23.9% |
| 3Y | +16.2% | +80.1% | -63.9% | +0.9% |
| All | +16.2% | +78.6% | -62.4% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling