-26.3%
U vs ECL
+57.7%
-84.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | +24.4% | +0.4% | +23.9% | +23.3% |
| 30D | +7.4% | +8.6% | -1.2% | -0.5% |
| 3M | +16.8% | +7.9% | +8.9% | +8.5% |
| 6M | +78.8% | +21.0% | +57.7% | +48.9% |
| YTD | +14.0% | +17.5% | -3.5% | -4.7% |
| 1Y | +16.7% | +19.7% | -2.9% | -4.4% |
| 3Y | +86.4% | +77.4% | +8.9% | -0.6% |
| 5Y | -71.5% | +38.7% | -110.2% | -84.5% |
| All | -26.3% | +57.7% | -84.1% | -59.0% |
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