+822.5%
NOW vs ECL
+150.0%
+672.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | -2.6% | +0.2% | -1.0% |
| 30D | +20.5% | -2.2% | +22.7% | +21.8% |
| 3M | +18.3% | +10.1% | +8.2% | +12.0% |
| 6M | +24.1% | -5.7% | +29.8% | +26.5% |
| YTD | -7.8% | +7.0% | -14.7% | -12.9% |
| 1Y | -21.4% | +2.7% | -24.1% | -24.2% |
| 3Y | +19.5% | +57.7% | -38.2% | -12.4% |
| 5Y | +4.1% | +31.1% | -27.1% | -17.1% |
| All | +822.5% | +150.0% | +672.5% | +374.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling