+38.7%
ECL vs FE
+48.8%
-10.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | -0.5% | +1.0% | +0.7% |
| 30D | +8.6% | +4.3% | +4.3% | +6.8% |
| 3M | +7.9% | +0.4% | +7.5% | +7.7% |
| 6M | +21.0% | +6.9% | +14.1% | +17.7% |
| YTD | +17.5% | +8.0% | +9.5% | +13.6% |
| 1Y | +19.7% | +4.8% | +14.8% | +17.0% |
| 3Y | +77.4% | +49.0% | +28.5% | +46.4% |
| 5Y | +38.7% | +46.2% | -7.5% | +13.5% |
| All | +38.7% | +48.8% | -10.2% | +13.5% |
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