+58.8%
T vs ECL
+196.4%
-137.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | -1.1% | +8.6% | -9.7% | -4.0% |
| 3M | -7.7% | +7.9% | -15.6% | -10.3% |
| 6M | -10.6% | +21.0% | -31.7% | -16.8% |
| YTD | -7.5% | +17.5% | -25.0% | -13.3% |
| 1Y | -7.4% | +19.7% | -27.1% | -13.9% |
| 3Y | +63.1% | +77.4% | -14.4% | +28.4% |
| 5Y | +55.2% | +38.7% | +16.5% | +33.0% |
| 10Y | +58.8% | +193.5% | -134.7% | -3.9% |
| All | +58.8% | +196.4% | -137.6% | -3.9% |
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