+38.7%
ECL vs VEU
+48.8%
-10.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.3% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +8.6% | -2.3% | +10.9% | +10.4% |
| 3M | +7.9% | -4.4% | +12.3% | +11.4% |
| 6M | +21.0% | -2.2% | +23.2% | +22.0% |
| YTD | +17.5% | +10.9% | +6.6% | +6.6% |
| 1Y | +19.7% | +13.4% | +6.3% | +6.6% |
| 3Y | +77.4% | +69.7% | +7.7% | +7.8% |
| 5Y | +38.7% | +50.0% | -11.3% | -3.8% |
| All | +38.7% | +48.8% | -10.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling