+14.5%
FIX vs ECL
+20.9%
-6.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +9.3% |
| 7D | -7.2% | -0.5% | -6.7% | -7.0% |
| 30D | -35.1% | +8.8% | -44.0% | -35.7% |
| 3M | -34.3% | +7.8% | -42.1% | -34.8% |
| 6M | -42.9% | +21.3% | -64.2% | -46.7% |
| YTD | +19.5% | +17.8% | +1.7% | +18.7% |
| All | +14.5% | +20.9% | -6.4% | +13.0% |
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