-62.2%
FIS vs ECL
+31.2%
-93.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | -2.6% | +3.7% | +2.5% |
| 30D | -2.2% | -2.2% | 0.0% | -1.2% |
| 3M | +2.1% | +10.1% | -8.0% | -3.1% |
| 6M | -14.7% | -5.7% | -8.9% | -12.4% |
| YTD | -35.7% | +7.0% | -42.7% | -38.7% |
| 1Y | -37.1% | +2.7% | -39.7% | -38.7% |
| 3Y | -20.0% | +57.7% | -77.7% | -42.0% |
| All | -62.2% | +31.2% | -93.4% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling