+47.4%
TER vs ECL
+19.9%
+27.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.9% |
| 7D | +14.4% | +2.9% | +11.5% | +13.4% |
| 30D | -30.6% | +7.5% | -38.1% | -32.0% |
| 3M | -39.2% | +12.2% | -51.4% | -41.8% |
| 6M | -31.3% | +24.6% | -55.8% | -42.6% |
| YTD | +29.1% | +18.8% | +10.3% | +17.5% |
| 1Y | +47.4% | +19.3% | +28.1% | +34.2% |
| All | +47.4% | +19.9% | +27.5% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling