+74.3%
F vs ECL
+196.4%
-122.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.0% | +0.4% | +0.5% | +0.6% |
| 30D | +2.1% | +8.6% | -6.5% | -3.5% |
| 3M | -10.3% | +7.9% | -18.2% | -14.9% |
| 6M | +3.3% | +21.0% | -17.8% | -9.9% |
| YTD | -2.0% | +17.5% | -19.5% | -12.8% |
| 1Y | -2.3% | +19.7% | -21.9% | -14.3% |
| 3Y | +49.9% | +77.4% | -27.5% | -2.3% |
| 5Y | -12.5% | +38.7% | -51.2% | -33.1% |
| 10Y | +74.3% | +193.5% | -119.3% | -28.2% |
| All | +74.3% | +196.4% | -122.2% | -28.2% |
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 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