+4.0%
ECL vs FRMI
-77.3%
+81.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -0.3% |
| 7D | -0.8% | +23.3% | -24.1% | -0.5% |
| 30D | -2.5% | -7.6% | +5.1% | -2.5% |
| 3M | +8.3% | +0.2% | +8.2% | +8.5% |
| 6M | -1.1% | -28.7% | +27.6% | -1.2% |
| YTD | +6.5% | -28.6% | +35.1% | +6.9% |
| All | +4.0% | -77.3% | +81.2% | -2.4% |
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