-25.8%
NOW vs ECL
+39.8%
-65.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.9% |
| 7D | -8.7% | +0.4% | -9.2% | -8.9% |
| 30D | -29.3% | +8.6% | -37.9% | -32.7% |
| 3M | -21.8% | +7.9% | -29.7% | -25.5% |
| 6M | +9.2% | +21.0% | -11.8% | -3.0% |
| YTD | -35.0% | +17.5% | -52.5% | -42.3% |
| 1Y | -42.5% | +19.7% | -62.2% | -49.7% |
| 3Y | -21.5% | +77.4% | -99.0% | -50.6% |
| 5Y | -25.8% | +38.7% | -64.5% | -47.8% |
| All | -25.8% | +39.8% | -65.6% | -47.8% |
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