+14.4%
FIX vs ECL
+23.8%
-9.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.4% | -18.5% | -15.0% |
| 7D | -18.9% | +7.7% | -26.6% | -19.4% |
| 30D | -36.3% | +13.7% | -50.0% | -37.2% |
| 3M | -38.5% | +11.6% | -50.1% | -39.2% |
| 6M | -42.3% | +23.9% | -66.2% | -46.1% |
| YTD | +17.1% | +21.0% | -3.9% | +14.7% |
| 1Y | +14.4% | +23.1% | -8.7% | +11.0% |
| All | +14.4% | +23.8% | -9.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling