+48.4%
IR vs ECL
+31.2%
+17.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | -2.6% | -0.2% | -1.2% |
| 30D | -15.1% | -2.2% | -13.0% | -14.0% |
| 3M | +6.1% | +10.1% | -4.0% | 0.0% |
| 6M | -16.8% | -5.7% | -11.1% | -13.9% |
| YTD | -3.5% | +7.0% | -10.5% | -7.3% |
| 1Y | -3.5% | +2.7% | -6.2% | -5.2% |
| 3Y | +9.5% | +57.7% | -48.2% | -17.9% |
| All | +48.4% | +31.2% | +17.2% | +18.9% |
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