+117.4%
ECL vs NXT
+208.8%
-91.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.9% |
| 7D | -0.5% | -6.0% | +5.5% | -0.3% |
| 30D | +6.6% | +5.4% | +1.1% | +6.3% |
| 3M | +9.6% | -9.7% | +19.3% | +9.8% |
| 6M | +21.6% | -25.3% | +46.9% | +22.2% |
| YTD | +16.9% | +7.5% | +9.4% | +16.0% |
| 1Y | +17.9% | -3.0% | +20.9% | +17.2% |
| 3Y | +76.5% | +171.4% | -94.9% | +66.3% |
| All | +117.4% | +208.8% | -91.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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