+1,046.7%
FIX vs ECL
+40.6%
+1,006.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +8.4% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | -35.1% | +8.8% | -44.0% | -38.1% |
| 3M | -34.3% | +7.8% | -42.1% | -37.2% |
| 6M | -42.9% | +21.3% | -64.2% | -49.4% |
| YTD | +19.5% | +17.8% | +1.7% | +7.7% |
| 1Y | +16.8% | +21.1% | -4.3% | +3.4% |
| 3Y | +506.7% | +80.1% | +426.6% | +319.7% |
| 5Y | +1,046.7% | +40.5% | +1,006.2% | +785.2% |
| All | +1,046.7% | +40.6% | +1,006.1% | +785.2% |
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