+27.1%
ECL vs NTR
+45.0%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | 0.0% |
| 7D | -2.6% | -2.5% | -0.2% | -2.4% |
| 30D | -4.6% | +17.0% | -21.6% | -6.2% |
| 3M | +6.0% | +22.2% | -16.2% | +3.7% |
| 6M | -3.0% | +5.2% | -8.1% | -3.8% |
| YTD | +4.0% | +29.7% | -25.6% | +0.4% |
| 1Y | +2.0% | +39.4% | -37.4% | -2.5% |
| 3Y | +53.9% | +38.2% | +15.7% | +46.2% |
| 5Y | +27.1% | +47.6% | -20.5% | +12.9% |
| All | +27.1% | +45.0% | -17.8% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling