-39.8%
FIS vs ECL
+78.2%
-117.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.8% |
| 7D | -25.5% | -0.8% | -24.7% | -25.5% |
| 30D | -15.1% | +8.1% | -23.2% | -17.4% |
| 3M | -32.1% | +6.4% | -38.5% | -33.7% |
| 6M | -36.1% | +14.8% | -50.8% | -38.9% |
| YTD | -55.4% | +15.5% | -70.9% | -57.7% |
| 1Y | -53.9% | +20.1% | -74.0% | -56.8% |
| 3Y | -39.8% | +77.8% | -117.5% | -51.4% |
| All | -39.8% | +78.2% | -117.9% | -51.4% |
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