-17.2%
F vs ECL
+38.6%
-55.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.0% |
| 7D | -3.1% | +2.9% | -6.0% | -4.9% |
| 30D | 0.0% | +7.5% | -7.5% | -4.6% |
| 3M | -13.2% | +12.2% | -25.5% | -19.6% |
| 6M | -10.2% | +24.6% | -34.8% | -22.7% |
| YTD | -4.9% | +18.8% | -23.7% | -15.6% |
| 1Y | -6.1% | +19.3% | -25.4% | -17.0% |
| 3Y | +46.0% | +78.2% | -32.2% | -4.7% |
| All | -17.2% | +38.6% | -55.8% | -35.7% |
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 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