+202.3%
ECL vs FN
+700.1%
-497.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.3% | +8.9% | +2.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.7% |
| 30D | +7.5% | -16.5% | +24.0% | +8.9% |
| 3M | +12.2% | -42.1% | +54.3% | +17.9% |
| 6M | +24.6% | -52.9% | +77.4% | +32.8% |
| YTD | +18.8% | -28.0% | +46.7% | +17.4% |
| 1Y | +19.3% | -18.5% | +37.8% | +15.4% |
| 3Y | +78.2% | +93.9% | -15.7% | +39.4% |
| 5Y | +38.8% | +170.5% | -131.7% | -2.2% |
| All | +202.3% | +700.1% | -497.9% | +78.1% |
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