+28.1%
ECL vs VIG
+63.6%
-35.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.3% |
| 30D | -2.5% | -2.1% | -0.4% | -0.2% |
| 3M | +8.3% | +3.3% | +5.0% | +4.5% |
| 6M | -1.1% | +9.3% | -10.4% | -10.4% |
| YTD | +6.5% | +10.1% | -3.6% | -4.3% |
| 1Y | +2.1% | +14.7% | -12.6% | -12.5% |
| 3Y | +57.6% | +56.9% | +0.7% | -8.7% |
| 5Y | +28.1% | +62.9% | -34.9% | -29.1% |
| All | +28.1% | +63.6% | -35.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling