+39.7%
ECC vs VT
+253.3%
-213.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +3.2% | +1.0% | +2.2% | +2.3% |
| 3M | +0.1% | +2.4% | -2.2% | -1.9% |
| 6M | +9.6% | +12.0% | -2.4% | -0.1% |
| YTD | -20.1% | +15.3% | -35.4% | -28.8% |
| 1Y | -34.7% | +22.6% | -57.3% | -44.7% |
| 3Y | -27.7% | +74.7% | -102.4% | -54.3% |
| 5Y | -21.1% | +66.1% | -87.3% | -48.8% |
| 10Y | +18.9% | +225.0% | -206.1% | -52.3% |
| All | +39.7% | +253.3% | -213.6% | -46.2% |
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