+196.5%
ECL vs FE
+120.9%
+75.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | +8.3% | +3.6% | +4.7% | +6.8% |
| 3M | +8.4% | +0.3% | +8.1% | +8.2% |
| 6M | +23.3% | +6.4% | +16.9% | +20.0% |
| YTD | +18.2% | +8.1% | +10.1% | +14.2% |
| 1Y | +18.8% | +4.6% | +14.2% | +16.2% |
| 3Y | +78.5% | +49.1% | +29.4% | +49.0% |
| 5Y | +40.1% | +46.1% | -6.0% | +17.1% |
| 10Y | +196.5% | +122.7% | +73.8% | +129.4% |
| All | +196.5% | +120.9% | +75.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling