+131.9%
ECL vs FND
+54.9%
+76.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -2.6% | -5.1% | +2.4% | -1.5% |
| 30D | -4.6% | -22.5% | +18.0% | +1.0% |
| 3M | +6.0% | -5.0% | +11.0% | +6.6% |
| 6M | -3.0% | -21.5% | +18.6% | +1.3% |
| YTD | +4.0% | -23.0% | +27.0% | +8.6% |
| 1Y | +2.0% | -44.9% | +46.9% | +14.4% |
| 3Y | +53.9% | -50.0% | +103.9% | +69.3% |
| 5Y | +27.1% | -63.3% | +90.5% | +43.2% |
| All | +131.9% | +54.9% | +76.9% | +89.3% |
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