-15.8%
F vs ECL
+37.7%
-53.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.4% |
| 7D | +1.6% | -0.8% | +2.3% | +2.1% |
| 30D | +2.6% | +8.1% | -5.5% | -2.4% |
| 3M | -8.8% | +6.4% | -15.2% | -12.5% |
| 6M | +4.6% | +14.8% | -10.1% | -4.9% |
| YTD | -1.9% | +15.5% | -17.4% | -11.2% |
| 1Y | -0.8% | +20.1% | -20.9% | -12.6% |
| 3Y | +43.5% | +77.8% | -34.3% | -6.2% |
| All | -15.8% | +37.7% | -53.5% | -35.6% |
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