+16.2%
W vs ECL
+0.5%
+15.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.9% |
| 7D | +5.9% | -2.7% | +8.6% | +8.3% |
| 30D | -3.0% | -4.3% | +1.2% | +0.6% |
| 3M | +40.3% | +3.2% | +37.1% | +38.3% |
| 6M | +32.2% | -2.9% | +35.1% | +31.9% |
| YTD | -0.3% | +4.3% | -4.5% | -3.0% |
| 1Y | +16.2% | +1.6% | +14.5% | +5.3% |
| All | +16.2% | +0.5% | +15.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling