+42.1%
RF vs ECL
+37.7%
+4.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | -0.9% | -0.8% | -0.2% | -0.6% |
| 30D | +6.0% | +8.1% | -2.1% | +2.1% |
| 3M | -8.9% | +6.4% | -15.3% | -11.7% |
| 6M | +2.3% | +14.8% | -12.4% | -4.6% |
| YTD | +7.6% | +15.5% | -7.9% | -0.4% |
| 1Y | +21.2% | +20.1% | +1.0% | +9.9% |
| 3Y | +108.5% | +77.8% | +30.8% | +51.9% |
| All | +42.1% | +37.7% | +4.4% | +10.3% |
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 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