-6.4%
T vs ECL
+23.8%
-30.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.2% |
| 7D | +5.5% | +7.7% | -2.3% | +3.6% |
| 30D | -8.9% | +13.7% | -22.6% | -11.4% |
| 3M | -5.6% | +11.6% | -17.1% | -7.9% |
| 6M | -14.3% | +23.9% | -38.2% | -17.5% |
| YTD | -7.9% | +21.0% | -28.9% | -10.9% |
| 1Y | -6.4% | +23.1% | -29.5% | -9.8% |
| All | -6.4% | +23.8% | -30.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling