+30.0%
ECL vs FE
+45.0%
-15.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.6% | +1.9% | -4.5% | -3.4% |
| 30D | -2.2% | -1.2% | -1.0% | -1.7% |
| 3M | +10.1% | +3.5% | +6.6% | +8.5% |
| 6M | -5.7% | -6.1% | +0.3% | -3.5% |
| YTD | +7.0% | +7.6% | -0.7% | +3.4% |
| 1Y | +2.7% | +11.9% | -9.3% | -2.4% |
| 3Y | +57.7% | +48.4% | +9.3% | +29.4% |
| All | +30.0% | +45.0% | -15.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling