+114.7%
ECL vs NXT
+246.1%
-131.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -1.9% |
| 7D | -0.8% | +32.2% | -33.0% | -1.7% |
| 30D | +8.1% | +21.9% | -13.8% | +7.3% |
| 3M | +6.4% | +6.6% | -0.2% | +6.0% |
| 6M | +14.8% | -16.8% | +31.6% | +14.9% |
| YTD | +15.5% | +20.4% | -5.0% | +14.1% |
| 1Y | +20.1% | -1.5% | +21.6% | +19.3% |
| 3Y | +77.8% | +182.4% | -104.6% | +67.6% |
| All | +114.7% | +246.1% | -131.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling