+82.7%
O vs ECL
+196.4%
-113.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +10.4% | +8.6% | +1.8% | +5.8% |
| 3M | -2.4% | +7.9% | -10.3% | -6.3% |
| 6M | -1.2% | +21.0% | -22.2% | -10.9% |
| YTD | +10.4% | +17.5% | -7.1% | +0.7% |
| 1Y | +11.4% | +19.7% | -8.2% | +0.5% |
| 3Y | +40.4% | +77.4% | -37.0% | +0.2% |
| 5Y | +12.1% | +38.7% | -26.6% | -9.4% |
| 10Y | +82.7% | +193.5% | -110.8% | +10.2% |
| All | +82.7% | +196.4% | -113.7% | +10.2% |
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