+46.0%
F vs ECL
+79.8%
-33.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | -3.1% | +2.9% | -6.0% | -4.6% |
| 30D | 0.0% | +7.5% | -7.5% | -3.8% |
| 3M | -13.2% | +12.2% | -25.5% | -18.5% |
| 6M | -10.2% | +24.6% | -34.8% | -20.6% |
| YTD | -4.9% | +18.8% | -23.7% | -13.5% |
| 1Y | -6.1% | +19.3% | -25.4% | -14.8% |
| 3Y | +46.0% | +78.2% | -32.2% | +13.7% |
| All | +46.0% | +79.8% | -33.9% | +13.7% |
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 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