+886.2%
TER vs ECL
+199.1%
+687.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.7% |
| 7D | -20.5% | -0.8% | -19.7% | -20.1% |
| 30D | -47.0% | +8.1% | -55.1% | -49.9% |
| 3M | -43.3% | +6.4% | -49.6% | -46.1% |
| 6M | -42.9% | +14.8% | -57.7% | -49.1% |
| YTD | +12.9% | +15.5% | -2.6% | +1.0% |
| 1Y | +18.2% | +20.1% | -1.9% | +2.7% |
| 3Y | +151.8% | +77.8% | +74.0% | +64.7% |
| 5Y | +54.2% | +37.9% | +16.4% | +17.5% |
| All | +886.2% | +199.1% | +687.1% | +407.2% |
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