+196.8%
ECL vs FE
+107.4%
+89.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -0.8% | 0.0% | -0.7% | -0.7% |
| 30D | +8.1% | +5.2% | +2.9% | +6.0% |
| 3M | +6.4% | 0.0% | +6.4% | +6.3% |
| 6M | +14.8% | +5.0% | +9.7% | +12.4% |
| YTD | +15.5% | +7.9% | +7.6% | +11.6% |
| 1Y | +20.1% | +6.3% | +13.8% | +16.7% |
| 3Y | +77.8% | +46.0% | +31.7% | +49.9% |
| 5Y | +37.9% | +45.6% | -7.8% | +15.6% |
| All | +196.8% | +107.4% | +89.4% | +129.6% |
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