+25.3%
F vs ECL
+2.9%
+22.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +1.2% | -0.8% | +1.9% | +1.6% |
| 30D | +1.2% | -2.5% | +3.7% | +2.5% |
| 3M | -5.7% | +8.3% | -14.0% | -10.0% |
| 6M | +17.9% | -1.1% | +19.0% | +18.1% |
| YTD | +10.4% | +6.5% | +3.9% | +7.6% |
| 1Y | +25.3% | +2.1% | +23.3% | +24.2% |
| All | +25.3% | +2.9% | +22.5% | +24.2% |
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 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