+2.1%
ECL vs FFIV
+23.1%
-21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.8% | -1.5% | +0.8% | -0.8% |
| 30D | -2.5% | -2.7% | +0.2% | -2.5% |
| 3M | +8.3% | -1.7% | +10.0% | +8.1% |
| 6M | -1.1% | +36.1% | -37.2% | -3.4% |
| YTD | +6.5% | +52.6% | -46.1% | +2.2% |
| 1Y | +2.1% | +21.5% | -19.4% | +1.0% |
| All | +2.1% | +23.1% | -21.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling