+53.9%
F vs ECL
+31.2%
+22.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -2.6% | +7.9% | +7.1% |
| 30D | +4.6% | -2.2% | +6.8% | +6.0% |
| 3M | -3.7% | +10.1% | -13.8% | -9.8% |
| 6M | +16.8% | -5.7% | +22.6% | +20.7% |
| YTD | +15.3% | +7.0% | +8.3% | +9.8% |
| 1Y | +31.0% | +2.7% | +28.3% | +27.7% |
| 3Y | +45.4% | +57.7% | -12.3% | +4.2% |
| All | +53.9% | +31.2% | +22.7% | +20.8% |
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 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