+55.2%
ECL vs NVD
-99.1%
+154.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.1% |
| 7D | -2.6% | +9.0% | -11.7% | -2.4% |
| 30D | -4.6% | -5.5% | +0.9% | -4.6% |
| 3M | +6.0% | -24.6% | +30.6% | +5.4% |
| 6M | -3.0% | -42.1% | +39.1% | -4.2% |
| YTD | +4.0% | -44.3% | +48.4% | +2.7% |
| 1Y | +2.0% | -54.2% | +56.2% | +0.2% |
| 3Y | +53.9% | -99.1% | +153.0% | +28.9% |
| All | +55.2% | -99.1% | +154.3% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling