+57.6%
ECL vs VEU
+77.0%
-19.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.8% | +1.7% | -2.4% | -1.6% |
| 30D | -2.5% | +1.0% | -3.5% | -3.0% |
| 3M | +8.3% | +5.6% | +2.7% | +5.0% |
| 6M | -1.1% | +13.7% | -14.8% | -8.4% |
| YTD | +6.5% | +17.7% | -11.2% | -3.3% |
| 1Y | +2.1% | +25.8% | -23.7% | -10.8% |
| 3Y | +57.6% | +77.1% | -19.5% | +10.1% |
| All | +57.6% | +77.0% | -19.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling