+39,729.5%
LOW vs ECL
+14,227.3%
+25,502.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +21.3% | +6.6% | +14.7% | +17.6% |
| 3M | +6.0% | +9.6% | -3.6% | +1.3% |
| 6M | +2.6% | +21.6% | -19.0% | -6.9% |
| YTD | -3.6% | +16.9% | -20.5% | -10.6% |
| 1Y | -1.0% | +17.9% | -18.8% | -8.6% |
| 3Y | +24.2% | +76.5% | -52.3% | -7.6% |
| 5Y | +6.3% | +36.6% | -30.3% | -11.5% |
| 10Y | +294.1% | +193.2% | +100.9% | +120.3% |
| All | +39,729.5% | +14,227.3% | +25,502.2% | +5,609.1% |
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