+12,455.6%
ECL vs NYT
+754.7%
+11,700.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -2.7% | -1.6% | -1.2% | -2.4% |
| 30D | -4.3% | +2.8% | -7.1% | -4.9% |
| 3M | +3.2% | -9.2% | +12.4% | +5.0% |
| 6M | -2.9% | -17.1% | +14.2% | +0.6% |
| YTD | +4.3% | -3.2% | +7.5% | +4.2% |
| 1Y | +1.6% | +15.7% | -14.1% | -2.5% |
| 3Y | +54.3% | +55.7% | -1.5% | +36.9% |
| 5Y | +26.5% | +39.4% | -12.9% | +12.9% |
| 10Y | +155.6% | +485.6% | -330.0% | +60.6% |
| All | +12,455.6% | +754.7% | +11,700.8% | +6,316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling