-58.1%
FIG vs ECL
+20.7%
-78.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -11.4% | +0.4% | -11.9% | -11.1% |
| 30D | -17.2% | +8.6% | -25.8% | -16.8% |
| 3M | -26.6% | +7.9% | -34.5% | -26.4% |
| 6M | -9.8% | +21.0% | -30.9% | -7.0% |
| YTD | -50.1% | +17.5% | -67.7% | -49.7% |
| 1Y | -58.1% | +19.7% | -77.7% | -57.8% |
| All | -58.1% | +20.7% | -78.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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