+197.5%
ECL vs VEU
+150.0%
+47.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.4% |
| 7D | -0.5% | +2.4% | -2.8% | -2.5% |
| 30D | +6.6% | -2.0% | +8.6% | +8.3% |
| 3M | +9.6% | -5.1% | +14.8% | +14.5% |
| 6M | +21.6% | -0.7% | +22.3% | +21.1% |
| YTD | +16.9% | +11.0% | +5.9% | +4.9% |
| 1Y | +17.9% | +12.4% | +5.5% | +4.6% |
| 3Y | +76.5% | +69.8% | +6.7% | +4.5% |
| 5Y | +36.6% | +48.2% | -11.6% | -7.7% |
| All | +197.5% | +150.0% | +47.5% | +29.7% |
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