+777.0%
FIX vs ECL
+57.4%
+719.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -2.6% | +8.6% | +7.2% |
| 30D | -7.2% | -2.2% | -5.1% | -6.6% |
| 3M | -15.9% | +10.1% | -26.0% | -20.8% |
| 6M | +12.7% | -5.7% | +18.5% | +15.0% |
| YTD | +72.8% | +7.0% | +65.8% | +65.2% |
| 1Y | +122.9% | +2.7% | +120.2% | +117.0% |
| All | +777.0% | +57.4% | +719.5% | +597.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling