+19.7%
ECL vs FTV
+32.5%
-12.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | +0.4% | +1.4% | -0.9% | 0.0% |
| 30D | +8.6% | +18.3% | -9.7% | +3.2% |
| 3M | +7.9% | +9.8% | -1.9% | +4.7% |
| 6M | +21.0% | +12.3% | +8.7% | +16.5% |
| YTD | +17.5% | +23.1% | -5.6% | +9.0% |
| 1Y | +19.7% | +32.5% | -12.9% | +6.7% |
| All | +19.7% | +32.5% | -12.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling