+153.2%
ECL vs FDS
+77.6%
+75.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +1.2% |
| 7D | -0.8% | -5.4% | +4.6% | +1.2% |
| 30D | -2.5% | +1.6% | -4.1% | -3.3% |
| 3M | +8.3% | +17.7% | -9.4% | +0.6% |
| 6M | -1.1% | +29.1% | -30.1% | -13.2% |
| YTD | +6.5% | +1.0% | +5.5% | +3.1% |
| 1Y | +2.1% | -21.6% | +23.7% | +10.4% |
| 3Y | +57.6% | -30.1% | +87.7% | +76.5% |
| 5Y | +28.1% | -20.7% | +48.8% | +32.2% |
| 10Y | +153.2% | +78.3% | +74.9% | +76.7% |
| All | +153.2% | +77.6% | +75.7% | +76.7% |
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