+178.5%
EXE vs ECL
+36.4%
+142.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -2.6% | +2.4% | +0.3% |
| 30D | +8.5% | -2.2% | +10.6% | +8.9% |
| 3M | +5.5% | +10.1% | -4.7% | +3.2% |
| 6M | -5.9% | -5.7% | -0.2% | -4.9% |
| YTD | -9.7% | +7.0% | -16.7% | -11.5% |
| 1Y | +3.6% | +2.7% | +0.9% | +2.4% |
| 3Y | +18.0% | +57.7% | -39.7% | +3.9% |
| 5Y | +109.4% | +31.1% | +78.3% | +83.4% |
| All | +178.5% | +36.4% | +142.1% | +140.7% |
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