+207.8%
TER vs ECL
+77.0%
+130.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.3% |
| 7D | +24.0% | -0.5% | +24.4% | +24.3% |
| 30D | -30.6% | +6.6% | -37.2% | -32.7% |
| 3M | -34.5% | +9.6% | -44.1% | -37.5% |
| 6M | -26.4% | +21.6% | -48.0% | -35.3% |
| YTD | +36.4% | +16.9% | +19.5% | +24.3% |
| 1Y | +47.4% | +17.9% | +29.5% | +33.5% |
| All | +207.8% | +77.0% | +130.8% | +133.3% |
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