-22.1%
FPS vs ECL
+6.8%
-28.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.0% | +14.0% | +16.4% |
| 7D | -8.0% | -0.5% | -7.4% | -7.6% |
| 30D | -43.5% | +8.8% | -52.4% | -42.4% |
| 3M | -41.6% | +7.8% | -49.5% | -40.5% |
| 6M | -44.0% | +21.3% | -65.3% | -44.5% |
| All | -22.1% | +6.8% | -28.9% | -17.8% |
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