+35,474.9%
LOW vs ECL
+13,009.7%
+22,465.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -1.7% | -2.6% | +0.9% | -0.4% |
| 30D | -7.0% | -2.2% | -4.9% | -6.0% |
| 3M | -0.9% | +10.1% | -11.0% | -5.5% |
| 6M | -20.1% | -5.7% | -14.3% | -17.5% |
| YTD | -13.9% | +7.0% | -20.9% | -16.6% |
| 1Y | -21.1% | +2.7% | -23.8% | -22.2% |
| 3Y | -6.6% | +57.7% | -64.3% | -26.6% |
| 5Y | +9.4% | +31.1% | -21.8% | -7.4% |
| 10Y | +220.5% | +150.9% | +69.6% | +93.3% |
| All | +35,474.9% | +13,009.7% | +22,465.2% | +5,226.6% |
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