+209.8%
W vs ECL
+211.3%
-1.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +2.7% |
| 7D | +3.3% | -0.5% | +3.8% | +4.2% |
| 30D | +10.5% | +8.8% | +1.7% | +2.7% |
| 3M | +9.6% | +7.8% | +1.8% | +2.7% |
| 6M | +76.4% | +21.3% | +55.1% | +49.4% |
| YTD | +16.4% | +17.8% | -1.4% | +0.5% |
| 1Y | +9.3% | +21.1% | -11.7% | -7.7% |
| 3Y | +172.8% | +80.1% | +92.7% | +58.2% |
| 5Y | -53.4% | +40.5% | -93.8% | -66.2% |
| 10Y | +243.6% | +197.7% | +45.9% | +34.5% |
| All | +209.8% | +211.3% | -1.5% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling