+70.9%
ECL vs FGI
-70.3%
+141.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.7% | -11.6% | +13.2% | +1.7% |
| 30D | +8.9% | -3.3% | +12.2% | +8.9% |
| 3M | +7.4% | +65.6% | -58.2% | +7.2% |
| 6M | +19.3% | -2.8% | +22.1% | +19.3% |
| YTD | +17.4% | +30.1% | -12.7% | +17.0% |
| 1Y | +19.4% | +50.2% | -30.8% | +18.8% |
| 3Y | +80.5% | -0.4% | +80.9% | +80.7% |
| All | +70.9% | -70.3% | +141.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling