+533.2%
XYZ vs ECL
+166.1%
+367.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -2.6% | +1.6% | +1.3% |
| 30D | -1.7% | -2.2% | +0.5% | 0.0% |
| 3M | +16.7% | +10.1% | +6.6% | +7.1% |
| 6M | +26.9% | -5.7% | +32.6% | +31.9% |
| YTD | +27.1% | +7.0% | +20.2% | +18.3% |
| 1Y | +9.3% | +2.7% | +6.6% | +4.9% |
| 3Y | +42.3% | +57.7% | -15.4% | -8.2% |
| 5Y | -69.3% | +31.1% | -100.5% | -76.9% |
| 10Y | +586.8% | +150.9% | +435.9% | +216.3% |
| All | +533.2% | +166.1% | +367.1% | +170.0% |
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 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