+1,449.6%
NET vs ECL
+51.6%
+1,398.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -2.6% | -4.4% | -5.7% |
| 30D | -4.8% | -2.2% | -2.6% | -3.9% |
| 3M | +3.8% | +10.1% | -6.3% | -1.9% |
| 6M | +50.0% | -5.7% | +55.8% | +52.6% |
| YTD | +41.5% | +7.0% | +34.5% | +33.7% |
| 1Y | +32.8% | +2.7% | +30.2% | +27.8% |
| 3Y | +335.9% | +57.7% | +278.2% | +223.0% |
| 5Y | +113.8% | +31.1% | +82.7% | +60.7% |
| All | +1,449.6% | +51.6% | +1,398.0% | +1,054.3% |
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