-13.5%
F vs ECL
+39.8%
-53.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -0.2% | +0.4% | -0.7% | -0.6% |
| 30D | +0.9% | +8.6% | -7.7% | -4.4% |
| 3M | -11.3% | +7.9% | -19.2% | -15.7% |
| 6M | +2.0% | +21.0% | -19.0% | -10.5% |
| YTD | -3.2% | +17.5% | -20.7% | -13.4% |
| 1Y | -3.5% | +19.7% | -23.1% | -14.8% |
| 3Y | +48.1% | +77.4% | -29.3% | -3.1% |
| 5Y | -13.5% | +38.7% | -52.2% | -33.3% |
| All | -13.5% | +39.8% | -53.3% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling