+78.2%
ECL vs FDS
-23.3%
+101.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | +7.5% | +14.8% | -7.3% | +5.9% |
| 3M | +12.2% | +16.3% | -4.0% | +10.2% |
| 6M | +24.6% | +66.2% | -41.7% | +16.7% |
| YTD | +18.8% | +16.2% | +2.5% | +19.0% |
| 1Y | +19.3% | +21.8% | -2.5% | +17.9% |
| 3Y | +78.2% | -23.9% | +102.1% | +95.7% |
| All | +78.2% | -23.3% | +101.5% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling