+77.2%
ECL vs NVDX
+772.1%
-694.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -1.1% | -10.2% | +9.1% | -0.9% |
| 30D | -0.8% | -7.3% | +6.5% | -0.7% |
| 3M | +5.0% | +5.5% | -0.5% | +4.7% |
| 6M | +0.2% | +18.3% | -18.0% | -0.8% |
| YTD | +5.8% | +11.4% | -5.7% | +4.7% |
| 1Y | +1.5% | +12.7% | -11.1% | +0.2% |
| All | +77.2% | +772.1% | -694.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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