+112.5%
NET vs ECL
+31.2%
+81.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -7.0% | -2.6% | -4.4% | -4.9% |
| 30D | -4.8% | -2.2% | -2.6% | -3.4% |
| 3M | +3.8% | +10.1% | -6.3% | -5.9% |
| 6M | +50.0% | -5.7% | +55.8% | +54.3% |
| YTD | +41.5% | +7.0% | +34.5% | +27.6% |
| 1Y | +32.8% | +2.7% | +30.2% | +23.4% |
| 3Y | +335.9% | +57.7% | +278.2% | +133.7% |
| All | +112.5% | +31.2% | +81.2% | +25.8% |
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