+122.9%
FIX vs ECL
+3.0%
+119.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -2.6% | +8.6% | +6.4% |
| 30D | -7.2% | -2.2% | -5.1% | -6.9% |
| 3M | -15.9% | +10.1% | -26.0% | -19.9% |
| 6M | +12.7% | -5.7% | +18.5% | +12.3% |
| YTD | +72.8% | +7.0% | +65.8% | +70.4% |
| 1Y | +122.9% | +2.7% | +120.2% | +124.1% |
| All | +122.9% | +3.0% | +119.9% | +124.1% |
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 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