-17.4%
FIS vs ECL
+58.5%
-76.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | -2.6% | +3.7% | +2.0% |
| 30D | -2.2% | -2.2% | 0.0% | -1.5% |
| 3M | +2.1% | +10.1% | -8.0% | -0.9% |
| 6M | -14.7% | -5.7% | -8.9% | -13.0% |
| YTD | -35.7% | +7.0% | -42.7% | -37.5% |
| 1Y | -37.1% | +2.7% | -39.7% | -38.0% |
| All | -17.4% | +58.5% | -76.0% | -34.9% |
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