+78.4%
ECL vs NVDX
+833.4%
-754.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -0.8% | +7.3% | -8.1% | -0.9% |
| 30D | -2.5% | -0.9% | -1.6% | -2.5% |
| 3M | +8.3% | +8.4% | -0.1% | +7.9% |
| 6M | -1.1% | +38.2% | -39.2% | -2.5% |
| YTD | +6.5% | +19.3% | -12.8% | +5.3% |
| 1Y | +2.1% | +33.3% | -31.2% | +0.2% |
| All | +78.4% | +833.4% | -754.9% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling