-51.1%
FIS vs ECL
+23.8%
-74.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.4% | -27.1% | -24.3% |
| 7D | -18.4% | +7.7% | -26.1% | -20.1% |
| 30D | -11.4% | +13.7% | -25.1% | -14.6% |
| 3M | -32.0% | +11.6% | -43.5% | -34.1% |
| 6M | -35.6% | +23.9% | -59.5% | -38.9% |
| YTD | -53.8% | +21.0% | -74.8% | -57.1% |
| 1Y | -51.1% | +23.1% | -74.2% | -55.1% |
| All | -51.1% | +23.8% | -74.8% | -55.1% |
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