+197.7%
ECL vs FDS
+135.1%
+62.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -0.5% | -5.0% | +4.4% | +1.3% |
| 30D | +8.8% | +13.8% | -4.9% | +3.6% |
| 3M | +7.8% | +14.8% | -7.0% | +1.6% |
| 6M | +21.3% | +47.4% | -26.1% | +1.7% |
| YTD | +17.8% | +14.2% | +3.6% | +8.4% |
| 1Y | +21.1% | +26.6% | -5.6% | +5.4% |
| 3Y | +80.1% | -24.4% | +104.5% | +96.5% |
| 5Y | +40.5% | -22.6% | +63.1% | +49.0% |
| 10Y | +197.7% | +130.0% | +67.8% | +94.4% |
| All | +197.7% | +135.1% | +62.6% | +94.4% |
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