+2.0%
ECL vs VFC
-14.7%
+16.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.1% |
| 7D | -2.6% | -3.3% | +0.6% | -2.1% |
| 30D | -4.6% | -14.0% | +9.4% | -2.1% |
| 3M | +6.0% | -22.6% | +28.5% | +10.0% |
| 6M | -3.0% | -24.7% | +21.8% | +0.9% |
| YTD | +4.0% | -29.0% | +33.0% | +8.6% |
| 1Y | +2.0% | -13.8% | +15.8% | +5.1% |
| All | +2.0% | -14.7% | +16.8% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling