-54.3%
FIS vs ECL
+192.9%
-247.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -5.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | -19.4% | +6.6% | -26.0% | -22.8% |
| 3M | -31.6% | +9.6% | -41.2% | -35.6% |
| 6M | -32.5% | +21.6% | -54.1% | -40.5% |
| YTD | -56.0% | +16.9% | -72.9% | -60.6% |
| 1Y | -55.5% | +17.9% | -73.4% | -60.4% |
| 3Y | -41.3% | +76.5% | -117.8% | -60.6% |
| 5Y | -72.3% | +36.6% | -108.9% | -78.5% |
| All | -54.3% | +192.9% | -247.1% | -76.5% |
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