+16.7%
U vs ECL
+20.7%
-4.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +24.4% | +0.4% | +23.9% | +24.0% |
| 30D | +7.4% | +8.6% | -1.2% | +7.0% |
| 3M | +16.8% | +7.9% | +8.9% | +16.3% |
| 6M | +78.8% | +21.0% | +57.7% | +79.0% |
| YTD | +14.0% | +17.5% | -3.5% | +10.1% |
| 1Y | +16.7% | +19.7% | -2.9% | +13.2% |
| All | +16.7% | +20.7% | -4.0% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling