+140.2%
W vs ECL
+154.3%
-14.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | -2.6% | -1.6% | -1.6% |
| 30D | -7.6% | -2.2% | -5.4% | -5.5% |
| 3M | +37.2% | +10.1% | +27.1% | +25.8% |
| 6M | +26.3% | -5.7% | +32.1% | +34.2% |
| YTD | -1.0% | +7.0% | -7.9% | -7.3% |
| 1Y | +20.1% | +2.7% | +17.4% | +16.0% |
| 3Y | +37.8% | +57.7% | -19.9% | -12.4% |
| 5Y | -63.7% | +31.1% | -94.8% | -72.7% |
| All | +140.2% | +154.3% | -14.0% | -12.1% |
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