-24.7%
U vs ECL
+55.0%
-79.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.9% |
| 7D | +36.6% | -0.8% | +37.3% | +36.7% |
| 30D | +13.3% | +8.1% | +5.2% | +5.3% |
| 3M | +26.2% | +6.4% | +19.8% | +18.6% |
| 6M | +88.7% | +14.8% | +74.0% | +64.5% |
| YTD | +16.6% | +15.5% | +1.1% | -1.1% |
| 1Y | +29.0% | +20.1% | +8.8% | +5.0% |
| 3Y | +99.5% | +77.8% | +21.7% | +5.8% |
| 5Y | -66.1% | +37.9% | -104.0% | -81.3% |
| All | -24.7% | +55.0% | -79.6% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling