-16.3%
NOW vs ECL
+78.2%
-94.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -26.0% | +8.1% | -34.2% | -27.0% |
| 3M | -13.1% | +6.4% | -19.5% | -14.1% |
| 6M | +14.5% | +14.8% | -0.3% | +11.9% |
| YTD | -33.4% | +15.5% | -48.9% | -36.0% |
| 1Y | -40.6% | +20.1% | -60.7% | -43.8% |
| 3Y | -16.3% | +77.8% | -94.1% | -32.0% |
| All | -16.3% | +78.2% | -94.5% | -32.0% |
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