+3,426.2%
ECL vs FE
+556.6%
+2,869.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -0.8% | -1.0% | +0.3% | -0.4% |
| 30D | +8.1% | +4.1% | +4.0% | +6.5% |
| 3M | +6.4% | -1.0% | +7.4% | +6.7% |
| 6M | +14.8% | +4.0% | +10.8% | +12.9% |
| YTD | +15.5% | +6.8% | +8.6% | +12.3% |
| 1Y | +20.1% | +5.3% | +14.8% | +17.4% |
| 3Y | +77.8% | +44.6% | +33.2% | +52.6% |
| 5Y | +37.9% | +44.2% | -6.3% | +17.8% |
| 10Y | +202.7% | +107.3% | +95.4% | +118.5% |
| All | +3,426.2% | +556.6% | +2,869.6% | +1,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling