-40.3%
NOW vs ECL
+19.8%
-60.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.3% |
| 7D | -5.6% | -2.3% | -3.3% | -6.3% |
| 30D | -26.8% | +8.3% | -35.1% | -24.8% |
| 3M | -19.4% | +8.4% | -27.9% | -17.4% |
| 6M | +12.3% | +23.3% | -10.9% | +21.1% |
| YTD | -32.9% | +18.2% | -51.1% | -33.1% |
| 1Y | -40.3% | +18.8% | -59.1% | -40.4% |
| All | -40.3% | +19.8% | -60.1% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling