+704.5%
ECL vs FN
+2,575.5%
-1,871.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.3% | -1.3% |
| 7D | +1.7% | -16.0% | +17.6% | +3.4% |
| 30D | +8.9% | -40.1% | +49.0% | +14.9% |
| 3M | +7.4% | -43.9% | +51.3% | +13.4% |
| 6M | +19.3% | -55.6% | +75.0% | +28.1% |
| YTD | +17.4% | -35.7% | +53.1% | +18.3% |
| 1Y | +19.4% | -39.8% | +59.2% | +20.8% |
| 3Y | +80.5% | +80.3% | +0.2% | +48.1% |
| 5Y | +40.2% | +143.3% | -103.1% | +7.2% |
| 10Y | +207.8% | +682.3% | -474.5% | +94.5% |
| All | +704.5% | +2,575.5% | -1,871.0% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling