+57.6%
ECL vs NVD
-99.2%
+156.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.3% |
| 7D | -0.8% | -7.7% | +6.9% | -1.0% |
| 30D | -2.5% | -5.8% | +3.3% | -2.5% |
| 3M | +8.3% | -23.2% | +31.5% | +7.8% |
| 6M | -1.1% | -49.7% | +48.6% | -2.8% |
| YTD | +6.5% | -47.7% | +54.2% | +5.0% |
| 1Y | +2.1% | -61.3% | +63.4% | -0.3% |
| 3Y | +57.6% | -99.2% | +156.8% | +32.2% |
| All | +57.6% | -99.2% | +156.8% | +32.2% |
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