+28.1%
ECL vs VFC
-78.3%
+106.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.2% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -2.5% | -11.9% | +9.5% | -0.7% |
| 3M | +8.3% | -20.2% | +28.5% | +11.4% |
| 6M | -1.1% | -23.0% | +21.9% | +2.0% |
| YTD | +6.5% | -26.2% | +32.7% | +10.3% |
| 1Y | +2.1% | -13.3% | +15.4% | +2.9% |
| 3Y | +57.6% | -25.5% | +83.1% | +52.3% |
| 5Y | +28.1% | -78.1% | +106.2% | +93.2% |
| All | +28.1% | -78.3% | +106.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling