+153.2%
ECL vs FFIV
+224.0%
-70.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.8% | -1.5% | +0.8% | -0.3% |
| 30D | -2.5% | -2.7% | +0.2% | -1.9% |
| 3M | +8.3% | -1.7% | +10.0% | +8.1% |
| 6M | -1.1% | +36.1% | -37.2% | -11.9% |
| YTD | +6.5% | +52.6% | -46.1% | -9.3% |
| 1Y | +2.1% | +21.5% | -19.4% | -6.6% |
| 3Y | +57.6% | +142.7% | -85.1% | +8.2% |
| 5Y | +28.1% | +92.6% | -64.5% | -6.1% |
| 10Y | +153.2% | +225.5% | -72.3% | +47.2% |
| All | +153.2% | +224.0% | -70.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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