+1,650.2%
ECL vs FLR
+603.8%
+1,046.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | -2.6% | +5.4% | -8.0% | -3.6% |
| 30D | -2.2% | +11.4% | -13.6% | -4.6% |
| 3M | +10.1% | +11.4% | -1.3% | +6.8% |
| 6M | -5.7% | +16.6% | -22.4% | -10.0% |
| YTD | +7.0% | +41.7% | -34.8% | -2.0% |
| 1Y | +2.7% | +35.4% | -32.8% | -5.6% |
| 3Y | +57.7% | +57.3% | +0.4% | +34.3% |
| 5Y | +31.1% | +241.0% | -209.8% | -8.2% |
| 10Y | +150.9% | +16.6% | +134.2% | +87.5% |
| All | +1,650.2% | +603.8% | +1,046.4% | +652.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling