+2,105.4%
FIX vs ECL
+31.2%
+2,074.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -2.6% | +8.6% | +7.5% |
| 30D | -7.2% | -2.2% | -5.1% | -6.4% |
| 3M | -15.9% | +10.1% | -26.0% | -21.3% |
| 6M | +12.7% | -5.7% | +18.5% | +15.3% |
| YTD | +72.8% | +7.0% | +65.8% | +64.2% |
| 1Y | +122.9% | +2.7% | +120.2% | +115.9% |
| 3Y | +774.3% | +57.7% | +716.6% | +550.2% |
| All | +2,105.4% | +31.2% | +2,074.2% | +1,717.4% |
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