+2.1%
ECL vs FDS
-20.8%
+22.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.2% |
| 7D | -0.8% | -5.4% | +4.6% | -0.5% |
| 30D | -2.5% | +1.6% | -4.1% | -2.6% |
| 3M | +8.3% | +17.7% | -9.4% | +7.7% |
| 6M | -1.1% | +29.1% | -30.1% | -2.1% |
| YTD | +6.5% | +1.0% | +5.5% | +9.6% |
| 1Y | +2.1% | -21.6% | +23.7% | +6.9% |
| All | +2.1% | -20.8% | +22.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling