+155.6%
ECL vs VFC
-69.4%
+225.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | -4.3% | -13.4% | +9.1% | -1.2% |
| 3M | +3.2% | -23.7% | +26.9% | +8.8% |
| 6M | -2.9% | -24.5% | +21.6% | +2.2% |
| YTD | +4.3% | -27.8% | +32.1% | +10.5% |
| 1Y | +1.6% | -13.5% | +15.1% | +2.4% |
| 3Y | +54.3% | -27.1% | +81.4% | +42.9% |
| 5Y | +26.5% | -79.0% | +105.5% | +87.0% |
| 10Y | +155.6% | -68.7% | +224.3% | +215.5% |
| All | +155.6% | -69.4% | +225.0% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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