+19.7%
ECC vs VT
+224.5%
-204.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +3.2% | +1.0% | +2.2% | +2.3% |
| 3M | +0.1% | +2.4% | -2.2% | -2.2% |
| 6M | +9.6% | +12.0% | -2.4% | -1.2% |
| YTD | -20.1% | +15.3% | -35.4% | -29.8% |
| 1Y | -34.7% | +22.6% | -57.3% | -45.8% |
| 3Y | -27.7% | +74.7% | -102.4% | -56.9% |
| 5Y | -21.1% | +66.1% | -87.3% | -51.4% |
| All | +19.7% | +224.5% | -204.8% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling