+25.2%
ECCV vs VT
+73.8%
-48.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | +2.8% | +4.5% | -1.7% | +2.5% |
| 6M | +5.6% | +14.1% | -8.5% | +4.5% |
| YTD | +4.7% | +14.8% | -10.1% | +3.6% |
| 1Y | +9.9% | +21.2% | -11.3% | +8.3% |
| 3Y | +31.4% | +76.6% | -45.2% | +25.1% |
| All | +25.2% | +73.8% | -48.6% | +18.6% |
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 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