-70.8%
FIS vs ECL
+38.6%
-109.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.3% |
| 7D | +2.8% | +2.9% | 0.0% | +1.4% |
| 30D | -16.7% | +7.5% | -24.2% | -20.2% |
| 3M | -32.3% | +12.2% | -44.5% | -36.6% |
| 6M | -29.1% | +24.6% | -53.6% | -37.3% |
| YTD | -54.1% | +18.8% | -72.9% | -58.8% |
| 1Y | -53.7% | +19.3% | -73.1% | -58.5% |
| 3Y | -38.8% | +78.2% | -117.1% | -58.7% |
| All | -70.8% | +38.6% | -109.4% | -79.1% |
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