+5,059.0%
NI vs ECL
+13,009.7%
-7,950.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +2.0% | -2.6% | +4.6% | +2.9% |
| 30D | -3.5% | -2.2% | -1.4% | -2.9% |
| 3M | -9.1% | +10.1% | -19.2% | -12.0% |
| 6M | -11.8% | -5.7% | -6.1% | -10.6% |
| YTD | +1.1% | +7.0% | -5.9% | -1.5% |
| 1Y | +6.7% | +2.7% | +4.0% | +5.2% |
| 3Y | +71.1% | +57.7% | +13.4% | +46.3% |
| 5Y | +94.3% | +31.1% | +63.2% | +72.8% |
| 10Y | +135.8% | +150.9% | -15.1% | +70.8% |
| All | +5,059.0% | +13,009.7% | -7,950.7% | +1,837.1% |
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