+126.4%
ECL vs NTR
+103.6%
+22.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -0.8% | +3.8% | -4.6% | -1.8% |
| 30D | -2.5% | +25.2% | -27.7% | -8.2% |
| 3M | +8.3% | +21.0% | -12.7% | +2.7% |
| 6M | -1.1% | +7.6% | -8.7% | -3.9% |
| YTD | +6.5% | +32.9% | -26.3% | -2.9% |
| 1Y | +2.1% | +43.1% | -41.0% | -9.2% |
| 3Y | +57.6% | +41.6% | +16.0% | +37.6% |
| 5Y | +28.1% | +54.8% | -26.7% | -3.7% |
| All | +126.4% | +103.6% | +22.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling