+197.7%
ECL vs VFC
-44.8%
+242.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.4% |
| 7D | -0.5% | +7.7% | -8.2% | -2.2% |
| 30D | +8.8% | +39.2% | -30.4% | +1.0% |
| 3M | +7.8% | +40.3% | -32.4% | -0.2% |
| 6M | +21.3% | +11.4% | +9.9% | +17.3% |
| YTD | +17.8% | +17.5% | +0.3% | +11.8% |
| 1Y | +21.1% | +45.9% | -24.8% | +9.0% |
| 3Y | +80.1% | +47.3% | +32.8% | +41.3% |
| 5Y | +40.5% | -67.2% | +107.7% | +90.0% |
| 10Y | +197.7% | -46.1% | +243.8% | +228.6% |
| All | +197.7% | -44.8% | +242.5% | +228.6% |
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