+77.4%
ECL vs NVD
-98.6%
+175.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.5% |
| 7D | -2.3% | +27.3% | -29.6% | -1.7% |
| 30D | +8.3% | +59.9% | -51.7% | +9.5% |
| 3M | +8.4% | +39.4% | -31.0% | +9.4% |
| 6M | +23.3% | +27.6% | -4.3% | +24.4% |
| YTD | +18.2% | -17.9% | +36.1% | +17.9% |
| 1Y | +18.8% | -14.5% | +33.2% | +18.7% |
| All | +77.4% | -98.6% | +175.9% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling