+29.8%
ECL vs NYT
+38.8%
-9.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -0.8% | +4.6% | -5.4% | -1.9% |
| 3M | +5.0% | -9.6% | +14.6% | +7.1% |
| 6M | +0.2% | -14.0% | +14.2% | +3.3% |
| YTD | +5.8% | -2.8% | +8.6% | +5.3% |
| 1Y | +1.5% | +15.6% | -14.0% | -3.6% |
| 3Y | +55.0% | +56.3% | -1.3% | +32.5% |
| All | +29.8% | +38.8% | -9.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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