+504.6%
NOW vs ECL
+205.6%
+299.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.3% |
| 7D | -3.1% | -0.5% | -2.5% | -2.8% |
| 30D | -27.0% | +8.8% | -35.9% | -30.6% |
| 3M | -17.7% | +7.8% | -25.6% | -21.5% |
| 6M | +12.7% | +21.3% | -8.6% | +0.4% |
| YTD | -32.9% | +17.8% | -50.7% | -40.1% |
| 1Y | -40.4% | +21.1% | -61.5% | -47.7% |
| 3Y | -17.1% | +80.1% | -97.2% | -43.7% |
| 5Y | -25.7% | +40.5% | -66.2% | -43.2% |
| 10Y | +504.6% | +197.7% | +306.9% | +194.1% |
| All | +504.6% | +205.6% | +299.0% | +194.1% |
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 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