+512.8%
F vs ECL
+14,294.1%
-13,781.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.5% |
| 7D | +1.4% | +1.7% | -0.3% | +0.5% |
| 30D | +2.0% | +8.9% | -6.9% | -2.7% |
| 3M | -10.4% | +7.4% | -17.8% | -13.9% |
| 6M | +9.7% | +19.3% | -9.6% | -1.0% |
| YTD | -1.2% | +17.4% | -18.6% | -10.0% |
| 1Y | 0.0% | +19.4% | -19.4% | -9.8% |
| 3Y | +41.1% | +80.5% | -39.4% | 0.0% |
| 5Y | -11.4% | +40.2% | -51.7% | -28.4% |
| 10Y | +85.0% | +207.8% | -122.9% | -2.3% |
| All | +512.8% | +14,294.1% | -13,781.3% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling