+202.8%
TER vs ECL
+31.2%
+171.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -2.6% | +3.2% | +2.4% |
| 30D | -8.3% | -2.2% | -6.1% | -7.3% |
| 3M | -12.2% | +10.1% | -22.3% | -19.5% |
| 6M | +17.1% | -5.7% | +22.8% | +20.6% |
| YTD | +84.7% | +7.0% | +77.7% | +74.4% |
| 1Y | +199.9% | +2.7% | +197.3% | +188.4% |
| 3Y | +232.8% | +57.7% | +175.0% | +133.1% |
| All | +202.8% | +31.2% | +171.6% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling