+185.7%
ECL vs FTV
+119.0%
+66.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +8.1% | +15.7% | -7.5% | -0.1% |
| 3M | +6.4% | +7.5% | -1.2% | +2.0% |
| 6M | +14.8% | +8.5% | +6.3% | +9.2% |
| YTD | +15.5% | +18.8% | -3.3% | +3.3% |
| 1Y | +20.1% | +28.5% | -8.4% | +2.8% |
| 3Y | +77.8% | +34.0% | +43.8% | +42.5% |
| 5Y | +37.9% | +12.6% | +25.3% | +20.6% |
| 10Y | +202.7% | +111.4% | +91.2% | +85.5% |
| All | +185.7% | +119.0% | +66.7% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling