+69.3%
W vs ECL
+15.5%
+53.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | +0.9% |
| 7D | -3.6% | -0.8% | -2.8% | -1.9% |
| 30D | +7.0% | +8.1% | -1.2% | -2.6% |
| 3M | +7.4% | +6.4% | +1.0% | 0.0% |
| 6M | +69.3% | +14.8% | +54.5% | +42.1% |
| All | +69.3% | +15.5% | +53.8% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling