+43.7%
RF vs ECL
+41.4%
+2.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.7% |
| 7D | -1.6% | +1.7% | -3.3% | -2.4% |
| 30D | +5.0% | +8.9% | -3.9% | +0.8% |
| 3M | -10.0% | +7.4% | -17.4% | -13.2% |
| 6M | +3.3% | +19.3% | -16.0% | -5.5% |
| YTD | +7.9% | +17.4% | -9.5% | -0.9% |
| 1Y | +21.2% | +19.4% | +1.8% | +10.3% |
| 3Y | +105.8% | +80.5% | +25.3% | +48.9% |
| 5Y | +43.7% | +40.2% | +3.5% | +10.7% |
| All | +43.7% | +41.4% | +2.3% | +10.7% |
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 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