+12,471.5%
FIX vs ECL
+3,296.9%
+9,174.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.0% | -2.6% | +8.6% | +7.7% |
| 30D | -7.2% | -2.2% | -5.1% | -6.3% |
| 3M | -15.9% | +10.1% | -26.0% | -21.6% |
| 6M | +12.7% | -5.7% | +18.5% | +15.5% |
| YTD | +72.8% | +7.0% | +65.8% | +63.6% |
| 1Y | +122.9% | +2.7% | +120.2% | +115.2% |
| 3Y | +774.3% | +57.7% | +716.6% | +543.3% |
| 5Y | +2,049.5% | +31.1% | +2,018.3% | +1,632.2% |
| 10Y | +5,821.5% | +150.9% | +5,670.6% | +3,166.8% |
| All | +12,471.5% | +3,296.9% | +9,174.6% | +2,165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling