+19.2%
U vs ECL
+20.9%
-1.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | 0.0% |
| 7D | +32.3% | -0.5% | +32.8% | +32.0% |
| 30D | +9.7% | +8.8% | +0.9% | +9.4% |
| 3M | +19.6% | +7.8% | +11.8% | +19.1% |
| 6M | +82.6% | +21.3% | +61.3% | +82.9% |
| YTD | +16.4% | +17.8% | -1.4% | +12.5% |
| All | +19.2% | +20.9% | -1.7% | +15.6% |
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