+19.9%
ECL vs FDS
+26.9%
-7.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -0.5% | -5.0% | +4.4% | -0.4% |
| 30D | +8.8% | +13.8% | -4.9% | +8.6% |
| 3M | +7.8% | +14.8% | -7.0% | +7.5% |
| 6M | +21.3% | +47.4% | -26.1% | +21.1% |
| YTD | +17.8% | +14.2% | +3.6% | +20.1% |
| All | +19.9% | +26.9% | -7.0% | +21.9% |
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