+30.0%
ECL vs FN
+289.0%
-259.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | -2.6% | -1.7% | -0.9% | -2.5% |
| 30D | -2.2% | -22.0% | +19.8% | -0.7% |
| 3M | +10.1% | -43.0% | +53.1% | +14.5% |
| 6M | -5.7% | -27.7% | +22.0% | -5.0% |
| YTD | +7.0% | -10.5% | +17.5% | +4.8% |
| 1Y | +2.7% | +12.5% | -9.8% | -2.7% |
| 3Y | +57.7% | +153.8% | -96.1% | +24.0% |
| All | +30.0% | +289.0% | -259.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling