-83.2%
FIG vs ECL
+19.8%
-103.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.5% |
| 7D | +3.4% | +2.9% | +0.5% | +2.9% |
| 30D | -9.5% | +7.5% | -16.9% | -9.7% |
| 3M | -26.2% | +12.2% | -38.4% | -26.7% |
| 6M | +2.7% | +24.6% | -21.9% | +3.1% |
| YTD | -48.0% | +18.8% | -66.7% | -48.3% |
| 1Y | -52.0% | +19.3% | -71.4% | -52.5% |
| All | -83.2% | +19.8% | -103.0% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling