+40.2%
ECL vs FN
+148.3%
-108.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.3% | -1.9% |
| 7D | +1.7% | -16.0% | +17.6% | +2.7% |
| 30D | +8.9% | -40.1% | +49.0% | +12.6% |
| 3M | +7.4% | -43.9% | +51.3% | +11.0% |
| 6M | +19.3% | -55.6% | +75.0% | +25.0% |
| YTD | +17.4% | -35.7% | +53.1% | +17.2% |
| 1Y | +19.4% | -39.8% | +59.2% | +19.6% |
| 3Y | +80.5% | +80.3% | +0.2% | +45.1% |
| 5Y | +40.2% | +143.3% | -103.1% | -4.4% |
| All | +40.2% | +148.3% | -108.1% | -4.4% |
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