+164.7%
ECL vs FTV
+90.8%
+73.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -2.6% | -4.5% | +1.9% | -0.2% |
| 30D | -2.2% | -7.1% | +4.9% | +1.6% |
| 3M | +10.1% | -7.2% | +17.3% | +14.1% |
| 6M | -5.7% | -1.5% | -4.2% | -5.7% |
| YTD | +7.0% | +3.5% | +3.5% | +3.3% |
| 1Y | +2.7% | +20.3% | -17.7% | -9.3% |
| 3Y | +57.7% | -3.1% | +60.8% | +52.6% |
| 5Y | +31.1% | +2.3% | +28.8% | +20.6% |
| 10Y | +150.9% | +76.3% | +74.6% | +67.0% |
| All | +164.7% | +90.8% | +73.9% | +76.0% |
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