+28.1%
ECL vs FTI
+1,110.9%
-1,082.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -2.5% | +12.3% | -14.8% | -3.4% |
| 3M | +8.3% | +13.8% | -5.4% | +7.1% |
| 6M | -1.1% | +24.3% | -25.4% | -3.3% |
| YTD | +6.5% | +75.8% | -69.3% | +0.9% |
| 1Y | +2.1% | +99.6% | -97.6% | -4.5% |
| 3Y | +57.6% | +278.4% | -220.8% | +37.2% |
| 5Y | +28.1% | +1,168.7% | -1,140.6% | -2.8% |
| All | +28.1% | +1,110.9% | -1,082.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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