+4,760.1%
ECL vs FDS
+9,502.8%
-4,742.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.0% |
| 7D | -2.6% | -1.9% | -0.7% | -2.2% |
| 30D | -2.2% | +9.0% | -11.2% | -4.4% |
| 3M | +10.1% | +18.9% | -8.7% | +4.7% |
| 6M | -5.7% | +35.1% | -40.9% | -14.2% |
| YTD | +7.0% | +5.5% | +1.5% | +3.0% |
| 1Y | +2.7% | -16.8% | +19.5% | +4.6% |
| 3Y | +57.7% | -28.1% | +85.8% | +65.7% |
| 5Y | +31.1% | -17.4% | +48.6% | +32.6% |
| 10Y | +150.9% | +85.4% | +65.4% | +108.1% |
| All | +4,760.1% | +9,502.8% | -4,742.7% | +2,017.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling