+70.6%
NI vs ECL
+58.2%
+12.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -1.7% | -2.5% | +0.8% | -1.0% |
| 3M | -8.0% | +8.3% | -16.3% | -10.4% |
| 6M | -8.6% | -1.1% | -7.6% | -8.6% |
| YTD | +2.3% | +6.5% | -4.2% | -0.2% |
| 1Y | +6.9% | +2.1% | +4.9% | +5.7% |
| 3Y | +70.6% | +57.6% | +12.9% | +47.8% |
| All | +70.6% | +58.2% | +12.3% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling