+43.5%
F vs ECL
+78.2%
-34.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.2% |
| 7D | +1.6% | -0.8% | +2.3% | +2.0% |
| 30D | +2.6% | +8.1% | -5.5% | -1.5% |
| 3M | -8.8% | +6.4% | -15.2% | -11.8% |
| 6M | +4.6% | +14.8% | -10.1% | -3.2% |
| YTD | -1.9% | +15.5% | -17.4% | -9.3% |
| 1Y | -0.8% | +20.1% | -20.9% | -10.2% |
| 3Y | +43.5% | +77.8% | -34.3% | +8.8% |
| All | +43.5% | +78.2% | -34.7% | +8.8% |
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