+90.1%
RF vs ECL
+31.2%
+58.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | -2.6% | +3.9% | +2.6% |
| 30D | -3.6% | -2.2% | -1.4% | -2.7% |
| 3M | +8.1% | +10.1% | -2.0% | +2.9% |
| 6M | +11.5% | -5.7% | +17.2% | +14.2% |
| YTD | +15.6% | +7.0% | +8.6% | +11.2% |
| 1Y | +15.7% | +2.7% | +13.0% | +13.2% |
| 3Y | +86.9% | +57.7% | +29.2% | +45.5% |
| All | +90.1% | +31.2% | +58.9% | +52.6% |
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