+53.4%
T vs ECL
+37.7%
+15.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -10.6% | +8.1% | -18.7% | -12.3% |
| 3M | -7.7% | +6.4% | -14.1% | -9.1% |
| 6M | -13.3% | +14.8% | -28.1% | -16.3% |
| YTD | -8.8% | +15.5% | -24.2% | -12.3% |
| 1Y | -8.4% | +20.1% | -28.5% | -12.8% |
| 3Y | +59.6% | +77.8% | -18.1% | +36.5% |
| All | +53.4% | +37.7% | +15.8% | +33.8% |
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 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