+38.1%
ECAT vs VT
+61.0%
-22.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -1.8% |
| 7D | -4.2% | -4.2% | 0.0% | -0.8% |
| 30D | -5.8% | -5.8% | 0.0% | -1.0% |
| 3M | -10.9% | -5.2% | -5.6% | -6.8% |
| 6M | -2.6% | +0.1% | -2.8% | -2.8% |
| YTD | +1.8% | +8.2% | -6.4% | -4.7% |
| 1Y | -0.3% | +10.1% | -10.5% | -8.0% |
| 3Y | +56.8% | +69.7% | -12.9% | +0.5% |
| 5Y | +41.6% | +53.4% | -11.7% | -6.6% |
| All | +38.1% | +61.0% | -22.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling