+20.1%
ECL vs FFIV
+26.7%
-6.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.8% | -8.1% | +7.4% | -1.2% |
| 30D | +8.1% | -33.4% | +41.5% | +6.0% |
| 3M | +6.4% | -24.7% | +31.1% | +5.3% |
| 6M | +14.8% | -8.8% | +23.6% | +14.2% |
| YTD | +15.5% | +21.8% | -6.3% | +14.4% |
| 1Y | +20.1% | +25.3% | -5.2% | +19.3% |
| All | +20.1% | +26.7% | -6.6% | +19.3% |
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