+615.0%
F vs ECL
+13,009.7%
-12,394.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -2.6% | +7.9% | +6.9% |
| 30D | +4.6% | -2.2% | +6.8% | +5.8% |
| 3M | -3.7% | +10.1% | -13.8% | -9.0% |
| 6M | +16.8% | -5.7% | +22.6% | +20.2% |
| YTD | +15.3% | +7.0% | +8.3% | +10.6% |
| 1Y | +31.0% | +2.7% | +28.3% | +28.2% |
| 3Y | +45.4% | +57.7% | -12.3% | +10.9% |
| 5Y | +54.7% | +31.1% | +23.5% | +29.5% |
| 10Y | +98.2% | +150.9% | -52.6% | +16.7% |
| All | +615.0% | +13,009.7% | -12,394.7% | +20.5% |
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