+71.7%
TER vs ECL
+38.6%
+33.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.4% |
| 7D | +14.4% | +2.9% | +11.5% | +12.4% |
| 30D | -30.6% | +7.5% | -38.1% | -33.9% |
| 3M | -39.2% | +12.2% | -51.4% | -44.1% |
| 6M | -31.3% | +24.6% | -55.8% | -42.4% |
| YTD | +29.1% | +18.8% | +10.3% | +13.1% |
| 1Y | +47.4% | +19.3% | +28.1% | +28.5% |
| 3Y | +191.2% | +78.2% | +113.0% | +84.4% |
| All | +71.7% | +38.6% | +33.1% | +15.2% |
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 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