+50.3%
O vs ECL
+153.2%
-102.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | -2.0% | -2.5% | +0.5% | -0.8% |
| 3M | +3.0% | +8.3% | -5.3% | -1.5% |
| 6M | -3.6% | -1.1% | -2.6% | -3.7% |
| YTD | +12.1% | +6.5% | +5.5% | +7.5% |
| 1Y | +8.9% | +2.1% | +6.8% | +6.4% |
| 3Y | +30.3% | +57.6% | -27.3% | -1.2% |
| 5Y | +13.7% | +28.1% | -14.3% | -4.8% |
| 10Y | +50.3% | +153.2% | -103.0% | -8.7% |
| All | +50.3% | +153.2% | -102.9% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling