+12,455.6%
ECL vs NTRS
+7,612.4%
+4,843.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | -4.3% | -1.2% | -3.1% | -4.0% |
| 3M | +3.2% | +8.8% | -5.6% | +0.1% |
| 6M | -2.9% | +34.7% | -37.6% | -12.5% |
| YTD | +4.3% | +37.2% | -33.0% | -7.0% |
| 1Y | +1.6% | +46.3% | -44.7% | -11.4% |
| 3Y | +54.3% | +163.2% | -109.0% | +8.0% |
| 5Y | +26.5% | +86.9% | -60.4% | -2.1% |
| 10Y | +155.6% | +250.9% | -95.3% | +56.3% |
| All | +12,455.6% | +7,612.4% | +4,843.2% | +3,259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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