+72.6%
XYZ vs ECL
+78.2%
-5.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.7% |
| 7D | +12.1% | -0.8% | +12.9% | +13.0% |
| 30D | +12.4% | +8.1% | +4.3% | +7.9% |
| 3M | +8.2% | +6.4% | +1.8% | +4.7% |
| 6M | +20.7% | +14.8% | +5.9% | +11.5% |
| YTD | +31.3% | +15.5% | +15.9% | +20.2% |
| 1Y | +20.5% | +20.1% | +0.4% | +7.6% |
| 3Y | +72.6% | +77.8% | -5.1% | +33.9% |
| All | +72.6% | +78.2% | -5.5% | +33.9% |
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 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