+2,593.6%
NDAQ vs ECL
+1,621.8%
+971.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.3% |
| 30D | +16.5% | +8.1% | +8.4% | +11.3% |
| 3M | +13.5% | +6.4% | +7.1% | +9.2% |
| 6M | +20.9% | +14.8% | +6.2% | +10.6% |
| YTD | +11.4% | +15.5% | -4.1% | +0.8% |
| 1Y | +25.9% | +20.1% | +5.8% | +11.1% |
| 3Y | +119.9% | +77.8% | +42.1% | +49.6% |
| 5Y | +61.7% | +37.9% | +23.9% | +25.0% |
| 10Y | +481.6% | +202.7% | +278.9% | +153.6% |
| All | +2,593.6% | +1,621.8% | +971.8% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling