+948.1%
FIX vs ECL
+37.7%
+910.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.3% |
| 7D | -17.5% | -0.8% | -16.7% | -17.4% |
| 30D | -41.6% | +8.1% | -49.7% | -44.1% |
| 3M | -40.6% | +6.4% | -46.9% | -42.9% |
| 6M | -49.4% | +14.8% | -64.1% | -53.7% |
| YTD | +9.2% | +15.5% | -6.3% | -0.7% |
| 1Y | +6.5% | +20.1% | -13.7% | -5.5% |
| 3Y | +448.7% | +77.8% | +371.0% | +281.4% |
| All | +948.1% | +37.7% | +910.4% | +716.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling