+37.8%
ECL vs FDS
-22.8%
+60.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.8% |
| 7D | -0.8% | -0.5% | -0.2% | -0.6% |
| 30D | +8.1% | +20.2% | -12.1% | +3.4% |
| 3M | +6.4% | +19.9% | -13.5% | +1.3% |
| 6M | +14.8% | +56.2% | -41.4% | +0.6% |
| YTD | +15.5% | +14.6% | +0.9% | +11.8% |
| 1Y | +20.1% | +31.6% | -11.5% | +9.2% |
| 3Y | +77.8% | -23.8% | +101.6% | +99.9% |
| All | +37.8% | -22.8% | +60.5% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling