+2.7%
ECL vs NTR
+43.1%
-40.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -2.6% | +8.1% | -10.7% | -2.8% |
| 30D | -2.2% | +18.8% | -20.9% | -2.7% |
| 3M | +10.1% | +16.2% | -6.1% | +9.6% |
| 6M | -5.7% | +9.8% | -15.5% | -6.2% |
| YTD | +7.0% | +30.9% | -23.9% | +3.8% |
| 1Y | +2.7% | +41.8% | -39.1% | -2.1% |
| All | +2.7% | +43.1% | -40.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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