-24.1%
ECC vs VT
+214.8%
-238.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.1% | -9.6% | -10.1% |
| 7D | -14.0% | -4.2% | -9.8% | -10.4% |
| 30D | -29.6% | -5.8% | -23.8% | -25.5% |
| 3M | -38.1% | -5.2% | -32.9% | -34.9% |
| 6M | -40.9% | +0.1% | -41.1% | -41.0% |
| YTD | -52.0% | +8.2% | -60.3% | -55.3% |
| 1Y | -53.2% | +10.1% | -63.4% | -57.1% |
| 3Y | -56.0% | +69.7% | -125.7% | -73.1% |
| 5Y | -56.3% | +53.4% | -109.7% | -71.0% |
| All | -24.1% | +214.8% | -238.9% | -70.7% |
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