-2.3%
F vs ECL
+20.7%
-23.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | +2.1% | +8.6% | -6.5% | -2.5% |
| 3M | -10.3% | +7.9% | -18.2% | -14.1% |
| 6M | +3.3% | +21.0% | -17.8% | -8.2% |
| YTD | -2.0% | +17.5% | -19.5% | -10.0% |
| 1Y | -2.3% | +19.7% | -21.9% | -11.3% |
| All | -2.3% | +20.7% | -23.0% | -11.3% |
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