+62.5%
T vs ECL
+197.5%
-135.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | +2.5% | +2.9% | -0.3% | +1.5% |
| 30D | -3.8% | +7.5% | -11.3% | -6.3% |
| 3M | -8.7% | +12.2% | -21.0% | -12.5% |
| 6M | -8.1% | +24.6% | -32.7% | -15.4% |
| YTD | -6.4% | +18.8% | -25.2% | -12.7% |
| 1Y | -9.8% | +19.3% | -29.1% | -16.0% |
| 3Y | +65.5% | +78.2% | -12.7% | +30.1% |
| 5Y | +57.0% | +38.8% | +18.2% | +34.6% |
| All | +62.5% | +197.5% | -135.0% | -1.7% |
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 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