+29.4%
NDAQ vs ECL
+23.8%
+5.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +1.8% |
| 7D | +3.9% | +7.7% | -3.8% | +2.4% |
| 30D | +19.0% | +13.7% | +5.3% | +16.2% |
| 3M | +17.6% | +11.6% | +6.0% | +15.2% |
| 6M | +21.0% | +23.9% | -2.9% | +17.0% |
| YTD | +14.1% | +21.0% | -6.9% | +7.9% |
| 1Y | +29.4% | +23.1% | +6.3% | +21.6% |
| All | +29.4% | +23.8% | +5.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling