+584.9%
XYZ vs ECL
+197.5%
+387.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +1.4% |
| 7D | -1.1% | +2.9% | -3.9% | -3.4% |
| 30D | +11.5% | +7.5% | +4.0% | +5.2% |
| 3M | +1.8% | +12.2% | -10.5% | -7.8% |
| 6M | +21.2% | +24.6% | -3.4% | -0.5% |
| YTD | +29.9% | +18.8% | +11.2% | +10.3% |
| 1Y | +35.8% | +19.3% | +16.4% | +14.8% |
| 3Y | +62.6% | +78.2% | -15.6% | -7.5% |
| 5Y | -62.8% | +38.8% | -101.6% | -73.8% |
| All | +584.9% | +197.5% | +387.3% | +146.9% |
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