+35.8%
XYZ vs ECL
+19.9%
+15.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +1.8% |
| 7D | -1.1% | +2.9% | -3.9% | -2.7% |
| 30D | +11.5% | +7.5% | +4.0% | +7.7% |
| 3M | +1.8% | +12.2% | -10.5% | -3.8% |
| 6M | +21.2% | +24.6% | -3.4% | +8.3% |
| YTD | +29.9% | +18.8% | +11.2% | +14.5% |
| 1Y | +35.8% | +19.3% | +16.4% | +19.0% |
| All | +35.8% | +19.9% | +15.9% | +19.0% |
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 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