+238.5%
TER vs ECL
+57.4%
+181.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -2.6% | +3.2% | +2.0% |
| 30D | -8.3% | -2.2% | -6.1% | -7.5% |
| 3M | -12.2% | +10.1% | -22.3% | -18.7% |
| 6M | +17.1% | -5.7% | +22.8% | +19.0% |
| YTD | +84.7% | +7.0% | +77.7% | +75.8% |
| 1Y | +199.9% | +2.7% | +197.3% | +190.1% |
| All | +238.5% | +57.4% | +181.1% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling