+28.6%
ECL vs FND
-60.0%
+88.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -2.6% | -5.2% | +2.6% | -1.4% |
| 30D | -2.2% | -19.9% | +17.7% | +3.0% |
| 3M | +10.1% | +2.7% | +7.4% | +8.7% |
| 6M | -5.7% | -21.7% | +15.9% | -1.3% |
| YTD | +7.0% | -17.5% | +24.5% | +10.1% |
| 1Y | +2.7% | -39.3% | +42.0% | +13.1% |
| 3Y | +57.7% | -49.8% | +107.5% | +73.5% |
| All | +28.6% | -60.0% | +88.6% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling