+14.1%
ECL vs FRMI
-91.8%
+105.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.8% | -14.9% | -1.0% |
| 7D | -0.5% | +34.6% | -35.1% | -0.2% |
| 30D | +6.6% | -44.6% | +51.2% | +5.9% |
| 3M | +9.6% | -72.9% | +82.5% | +8.1% |
| 6M | +21.6% | -62.3% | +83.9% | +20.6% |
| YTD | +16.9% | -74.3% | +91.1% | +16.0% |
| 1Y | +17.9% | -90.5% | +108.4% | +11.7% |
| All | +14.1% | -91.8% | +105.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling