+197.5%
ECL vs FDS
+127.0%
+70.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.5% | -2.6% | +2.1% | +0.5% |
| 30D | +6.6% | +14.1% | -7.5% | +1.4% |
| 3M | +9.6% | +19.8% | -10.2% | +1.6% |
| 6M | +21.6% | +55.0% | -33.4% | -0.1% |
| YTD | +16.9% | +15.9% | +1.0% | +7.0% |
| 1Y | +17.9% | +24.2% | -6.3% | +3.8% |
| 3Y | +76.5% | -24.0% | +100.5% | +92.5% |
| 5Y | +36.6% | -23.3% | +60.0% | +46.0% |
| All | +197.5% | +127.0% | +70.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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