+15.9%
ECL vs FRMI
-89.6%
+105.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +26.7% | -25.1% | +1.8% |
| 7D | +2.9% | +66.2% | -63.4% | +3.3% |
| 30D | +7.5% | -17.4% | +24.9% | +7.2% |
| 3M | +12.2% | -60.5% | +72.7% | +11.1% |
| 6M | +24.6% | -56.5% | +81.1% | +23.7% |
| YTD | +18.8% | -67.4% | +86.1% | +18.1% |
| 1Y | +19.3% | -85.1% | +104.4% | +14.7% |
| All | +15.9% | -89.6% | +105.5% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling