+1,001.8%
TER vs ECL
+205.6%
+796.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +11.4% |
| 7D | -5.8% | -0.5% | -5.2% | -5.3% |
| 30D | -38.9% | +8.8% | -47.7% | -42.4% |
| 3M | -35.1% | +7.8% | -43.0% | -38.8% |
| 6M | -31.6% | +21.3% | -52.9% | -41.2% |
| YTD | +27.2% | +17.8% | +9.5% | +12.6% |
| 1Y | +35.2% | +21.1% | +14.2% | +17.1% |
| 3Y | +192.8% | +80.1% | +112.7% | +90.3% |
| 5Y | +72.4% | +40.5% | +31.9% | +29.9% |
| 10Y | +1,001.8% | +197.7% | +804.1% | +448.4% |
| All | +1,001.8% | +205.6% | +796.2% | +448.4% |
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 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