-24.8%
U vs ECL
+58.1%
-82.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.8% |
| 7D | +32.3% | -0.5% | +32.8% | +32.2% |
| 30D | +9.7% | +8.8% | +0.9% | +1.4% |
| 3M | +19.6% | +7.8% | +11.8% | +11.1% |
| 6M | +82.6% | +21.3% | +61.3% | +51.8% |
| YTD | +16.4% | +17.8% | -1.4% | -2.8% |
| 1Y | +28.5% | +21.1% | +7.4% | +4.1% |
| 3Y | +103.8% | +80.1% | +23.7% | +7.2% |
| 5Y | -70.0% | +40.5% | -110.5% | -83.8% |
| All | -24.8% | +58.1% | -82.8% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling