+55.6%
ECL vs NVD
-99.2%
+154.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -2.7% | +0.5% | -3.3% | -2.7% |
| 30D | -4.3% | -9.3% | +5.0% | -4.5% |
| 3M | +3.2% | -22.1% | +25.3% | +2.8% |
| 6M | -2.9% | -45.8% | +42.9% | -4.3% |
| YTD | +4.3% | -46.7% | +51.0% | +2.8% |
| 1Y | +1.6% | -59.5% | +61.1% | -0.5% |
| 3Y | +54.3% | -99.2% | +153.4% | +29.0% |
| All | +55.6% | -99.2% | +154.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling