+67.7%
T vs ECL
+31.2%
+36.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | +11.4% | -2.2% | +13.5% | +11.9% |
| 3M | +14.3% | +10.1% | +4.2% | +11.6% |
| 6M | -9.3% | -5.7% | -3.5% | -8.1% |
| YTD | +7.1% | +7.0% | +0.1% | +5.0% |
| 1Y | -9.1% | +2.7% | -11.8% | -10.1% |
| 3Y | +105.3% | +57.7% | +47.6% | +81.1% |
| All | +67.7% | +31.2% | +36.5% | +48.4% |
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