+163.5%
ECL vs FND
+68.8%
+94.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.3% | -4.4% | +2.1% | -1.3% |
| 30D | +8.3% | +14.5% | -6.2% | +4.8% |
| 3M | +8.4% | -15.6% | +24.1% | +12.2% |
| 6M | +23.3% | +4.7% | +18.5% | +20.6% |
| YTD | +18.2% | -16.1% | +34.4% | +20.7% |
| 1Y | +18.8% | -16.0% | +34.8% | +21.0% |
| 3Y | +78.5% | -35.5% | +114.0% | +84.5% |
| 5Y | +40.1% | -60.5% | +100.6% | +55.0% |
| All | +163.5% | +68.8% | +94.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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