-22.7%
ECC vs VT
+215.5%
-238.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | -12.8% | -2.3% | -10.5% | -10.6% |
| 30D | -23.8% | -5.0% | -18.8% | -20.0% |
| 3M | -37.7% | -4.9% | -32.8% | -34.7% |
| 6M | -39.8% | -1.5% | -38.2% | -38.9% |
| YTD | -51.2% | +8.5% | -59.7% | -54.6% |
| 1Y | -52.4% | +11.4% | -63.8% | -56.8% |
| 3Y | -54.5% | +70.1% | -124.6% | -72.2% |
| 5Y | -55.5% | +53.7% | -109.3% | -70.5% |
| All | -22.7% | +215.5% | -238.3% | -70.3% |
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