+141.5%
W vs ECL
+153.2%
-11.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +1.0% |
| 7D | +6.5% | -0.8% | +7.3% | +7.3% |
| 30D | -6.2% | -2.5% | -3.7% | -3.8% |
| 3M | +48.9% | +8.3% | +40.5% | +38.9% |
| 6M | +31.2% | -1.1% | +32.3% | +33.3% |
| YTD | -0.4% | +6.5% | -7.0% | -6.4% |
| 1Y | +14.8% | +2.1% | +12.7% | +11.6% |
| 3Y | +40.5% | +57.6% | -17.1% | -10.7% |
| 5Y | -62.1% | +28.1% | -90.2% | -71.0% |
| 10Y | +141.5% | +153.2% | -11.7% | -11.2% |
| All | +141.5% | +153.2% | -11.7% | -11.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling