+3,653.2%
FIX vs ECL
+199.1%
+3,454.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.5% |
| 7D | -17.5% | -0.8% | -16.7% | -17.4% |
| 30D | -41.6% | +8.1% | -49.7% | -44.8% |
| 3M | -40.6% | +6.4% | -46.9% | -43.5% |
| 6M | -49.4% | +14.8% | -64.1% | -54.8% |
| YTD | +9.2% | +15.5% | -6.3% | -3.1% |
| 1Y | +6.5% | +20.1% | -13.7% | -8.2% |
| 3Y | +448.7% | +77.8% | +371.0% | +252.3% |
| 5Y | +948.7% | +37.9% | +910.9% | +692.8% |
| All | +3,653.2% | +199.1% | +3,454.0% | +1,455.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling