-55.3%
FIS vs ECL
+205.6%
-260.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.5% |
| 7D | -29.4% | -0.5% | -28.9% | -29.7% |
| 30D | -16.7% | +8.8% | -25.6% | -21.3% |
| 3M | -33.0% | +7.8% | -40.8% | -36.4% |
| 6M | -33.3% | +21.3% | -54.6% | -41.1% |
| YTD | -56.0% | +17.8% | -73.8% | -60.8% |
| 1Y | -54.6% | +21.1% | -75.6% | -60.2% |
| 3Y | -40.6% | +80.1% | -120.7% | -60.7% |
| 5Y | -71.9% | +40.5% | -112.4% | -78.7% |
| 10Y | -55.3% | +197.7% | -253.1% | -77.6% |
| All | -55.3% | +205.6% | -260.9% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling