-40.2%
FIS vs ECL
+153.2%
-193.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.0% |
| 30D | -7.8% | -2.5% | -5.4% | -6.6% |
| 3M | +0.8% | +8.3% | -7.5% | -3.9% |
| 6M | -21.9% | -1.1% | -20.8% | -22.0% |
| YTD | -39.5% | +6.5% | -46.0% | -42.4% |
| 1Y | -41.0% | +2.1% | -43.1% | -42.5% |
| 3Y | -23.6% | +57.6% | -81.2% | -44.8% |
| 5Y | -65.6% | +28.1% | -93.7% | -72.3% |
| 10Y | -40.2% | +153.2% | -193.4% | -67.3% |
| All | -40.2% | +153.2% | -193.4% | -67.3% |
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