+196.8%
ECL vs FN
+753.0%
-556.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.3% | -3.0% |
| 7D | -0.8% | 0.0% | -0.7% | -1.1% |
| 30D | +8.1% | -34.3% | +42.4% | +12.6% |
| 3M | +6.4% | -39.9% | +46.2% | +11.2% |
| 6M | +14.8% | -51.8% | +66.6% | +21.9% |
| YTD | +15.5% | -28.1% | +43.6% | +14.3% |
| 1Y | +20.1% | -29.1% | +49.2% | +18.5% |
| 3Y | +77.8% | +102.4% | -24.7% | +38.1% |
| 5Y | +37.9% | +171.7% | -133.8% | -2.7% |
| All | +196.8% | +753.0% | -556.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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