-15.3%
FPS vs ECL
+7.2%
-22.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.6% | +13.8% | +14.5% |
| 7D | +9.5% | -2.3% | +11.8% | +8.5% |
| 30D | -33.8% | +8.3% | -42.0% | -32.4% |
| 3M | -34.9% | +8.4% | -43.3% | -33.6% |
| 6M | -42.9% | +23.3% | -66.2% | -43.8% |
| All | -15.3% | +7.2% | -22.5% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling