-2.9%
ECC vs VT
+245.6%
-248.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -21.4% | -1.4% | -19.9% | -20.5% |
| 3M | -28.1% | -1.4% | -26.7% | -27.4% |
| 6M | -31.9% | +5.5% | -37.4% | -34.9% |
| YTD | -44.4% | +12.8% | -57.3% | -49.7% |
| 1Y | -46.0% | +15.4% | -61.4% | -52.0% |
| 3Y | -49.0% | +76.9% | -125.9% | -68.1% |
| 5Y | -48.7% | +60.4% | -109.1% | -65.7% |
| 10Y | -12.2% | +232.8% | -245.0% | -64.6% |
| All | -2.9% | +245.6% | -248.6% | -62.0% |
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