-25.1%
NOW vs ECL
+38.6%
-63.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.8% |
| 7D | +0.3% | +2.9% | -2.6% | -1.2% |
| 30D | -27.0% | +7.5% | -34.4% | -30.1% |
| 3M | -19.6% | +12.2% | -31.9% | -25.0% |
| 6M | +17.5% | +24.6% | -7.1% | +2.7% |
| YTD | -33.3% | +18.8% | -52.0% | -41.1% |
| 1Y | -39.8% | +19.3% | -59.2% | -47.2% |
| 3Y | -19.9% | +78.2% | -98.1% | -49.6% |
| All | -25.1% | +38.6% | -63.7% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling