+155.6%
ECL vs VIG
+241.3%
-85.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -2.7% | -1.2% | -1.6% | -1.4% |
| 30D | -4.3% | -2.8% | -1.5% | -1.1% |
| 3M | +3.2% | +2.5% | +0.8% | +0.5% |
| 6M | -2.9% | +8.1% | -11.0% | -11.0% |
| YTD | +4.3% | +9.6% | -5.3% | -6.0% |
| 1Y | +1.6% | +14.2% | -12.5% | -12.6% |
| 3Y | +54.3% | +56.1% | -1.8% | -8.8% |
| 5Y | +26.5% | +62.8% | -36.4% | -28.1% |
| 10Y | +155.6% | +248.2% | -92.6% | -35.3% |
| All | +155.6% | +241.3% | -85.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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