+32.8%
NET vs ECL
+3.0%
+29.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -1.9% |
| 7D | -7.0% | -2.6% | -4.4% | -7.6% |
| 30D | -4.8% | -2.2% | -2.6% | -5.2% |
| 3M | +3.8% | +10.1% | -6.3% | +6.0% |
| 6M | +50.0% | -5.7% | +55.8% | +51.4% |
| YTD | +41.5% | +7.0% | +34.5% | +41.7% |
| 1Y | +32.8% | +2.7% | +30.2% | +34.0% |
| All | +32.8% | +3.0% | +29.8% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling