+32.9%
W vs ECL
+57.4%
-24.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | -2.6% | -1.6% | -1.7% |
| 30D | -7.6% | -2.2% | -5.4% | -5.5% |
| 3M | +37.2% | +10.1% | +27.1% | +26.6% |
| 6M | +26.3% | -5.7% | +32.1% | +33.1% |
| YTD | -1.0% | +7.0% | -7.9% | -7.3% |
| 1Y | +20.1% | +2.7% | +17.4% | +15.4% |
| All | +32.9% | +57.4% | -24.5% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling