+325.3%
IR vs ECL
+162.9%
+162.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.5% |
| 7D | +3.7% | -0.8% | +4.4% | +4.1% |
| 30D | +7.4% | +8.1% | -0.7% | +2.1% |
| 3M | -5.9% | +6.4% | -12.3% | -9.8% |
| 6M | +5.6% | +14.8% | -9.2% | -3.6% |
| YTD | +4.8% | +15.5% | -10.6% | -4.4% |
| 1Y | +6.9% | +20.1% | -13.2% | -4.9% |
| 3Y | +27.6% | +77.8% | -50.2% | -13.1% |
| 5Y | +45.8% | +37.9% | +7.9% | +14.8% |
| All | +325.3% | +162.9% | +162.3% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling