+99.1%
V vs ECL
+37.7%
+61.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | +2.2% | -0.8% | +2.9% | +2.6% |
| 30D | +13.6% | +8.1% | +5.5% | +9.8% |
| 3M | +14.3% | +6.4% | +7.9% | +11.2% |
| 6M | +33.1% | +14.8% | +18.3% | +24.8% |
| YTD | +21.2% | +15.5% | +5.8% | +12.6% |
| 1Y | +26.4% | +20.1% | +6.3% | +15.2% |
| 3Y | +77.6% | +77.8% | -0.2% | +31.6% |
| All | +99.1% | +37.7% | +61.4% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling