+197.7%
ECL vs FFIV
+132.4%
+65.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | +8.8% | -33.8% | +42.6% | +21.1% |
| 3M | +7.8% | -20.6% | +28.5% | +13.0% |
| 6M | +21.3% | -10.2% | +31.6% | +21.3% |
| YTD | +17.8% | +24.5% | -6.7% | +4.3% |
| 1Y | +21.1% | +29.3% | -8.2% | +5.6% |
| 3Y | +80.1% | +103.8% | -23.7% | +26.5% |
| 5Y | +40.5% | +40.9% | -0.4% | +11.9% |
| 10Y | +197.7% | +126.6% | +71.2% | +83.5% |
| All | +197.7% | +132.4% | +65.3% | +83.5% |
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