+7,433.0%
FIX vs ECL
+3,629.7%
+3,803.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -9.9% |
| 7D | -27.2% | +1.7% | -28.9% | -28.2% |
| 30D | -46.9% | +8.9% | -55.8% | -49.8% |
| 3M | -44.4% | +7.4% | -51.8% | -47.2% |
| 6M | -50.9% | +19.3% | -70.2% | -56.6% |
| YTD | +3.5% | +17.4% | -13.9% | -7.8% |
| 1Y | -2.1% | +19.4% | -21.5% | -13.8% |
| 3Y | +418.7% | +80.5% | +338.3% | +250.6% |
| 5Y | +894.6% | +40.2% | +854.3% | +667.1% |
| 10Y | +3,465.5% | +207.8% | +3,257.7% | +1,639.0% |
| All | +7,433.0% | +3,629.7% | +3,803.3% | +1,177.1% |
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