+383.5%
V vs ECL
+150.0%
+233.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | -2.6% | +0.9% | -0.2% |
| 30D | +2.0% | -2.2% | +4.1% | +3.2% |
| 3M | +17.4% | +10.1% | +7.3% | +10.7% |
| 6M | +17.5% | -5.7% | +23.2% | +20.6% |
| YTD | +7.6% | +7.0% | +0.6% | +2.2% |
| 1Y | +7.7% | +2.7% | +5.1% | +4.5% |
| 3Y | +54.7% | +57.7% | -3.1% | +13.6% |
| 5Y | +73.0% | +31.1% | +41.9% | +40.2% |
| All | +383.5% | +150.0% | +233.5% | +147.3% |
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