+27.6%
IR vs ECL
+78.2%
-50.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.4% |
| 7D | +3.7% | -0.8% | +4.4% | +4.1% |
| 30D | +7.4% | +8.1% | -0.7% | +2.2% |
| 3M | -5.9% | +6.4% | -12.3% | -9.6% |
| 6M | +5.6% | +14.8% | -9.2% | -3.1% |
| YTD | +4.8% | +15.5% | -10.6% | -3.8% |
| 1Y | +6.9% | +20.1% | -13.2% | -3.9% |
| 3Y | +27.6% | +77.8% | -50.2% | +2.0% |
| All | +27.6% | +78.2% | -50.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling