+38.9%
ECL vs NTR
+19.8%
+19.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +7.5% | +2.0% | +5.5% | +7.3% |
| 3M | +12.2% | +6.4% | +5.8% | +11.4% |
| 6M | +24.6% | +1.6% | +23.0% | +24.1% |
| YTD | +18.8% | +18.2% | +0.5% | +15.6% |
| 1Y | +19.3% | +23.9% | -4.6% | +15.4% |
| 3Y | +78.2% | +44.7% | +33.5% | +67.3% |
| All | +38.9% | +19.8% | +19.1% | +24.2% |
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