+152.1%
ECL vs VEU
+152.3%
-0.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.9% |
| 7D | -2.6% | -1.9% | -0.7% | -1.0% |
| 30D | -4.6% | -0.7% | -3.8% | -4.1% |
| 3M | +6.0% | +4.9% | +1.1% | +1.1% |
| 6M | -3.0% | +9.8% | -12.8% | -11.6% |
| YTD | +4.0% | +15.3% | -11.3% | -9.5% |
| 1Y | +2.0% | +23.0% | -21.0% | -16.4% |
| 3Y | +53.9% | +73.5% | -19.6% | -10.0% |
| 5Y | +27.1% | +54.5% | -27.4% | -16.9% |
| All | +152.1% | +152.3% | -0.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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