+59.6%
ECL vs NVD
-99.2%
+158.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -2.6% | -11.1% | +8.5% | -2.9% |
| 30D | -2.2% | -13.3% | +11.1% | -2.4% |
| 3M | +10.1% | -19.8% | +29.9% | +9.8% |
| 6M | -5.7% | -48.8% | +43.1% | -7.2% |
| YTD | +7.0% | -49.7% | +56.6% | +5.3% |
| 1Y | +2.7% | -61.4% | +64.0% | +0.3% |
| 3Y | +57.7% | -99.1% | +156.8% | +31.6% |
| All | +59.6% | -99.2% | +158.8% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling