+826.3%
ECL vs VIG
+623.5%
+202.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.2% |
| 30D | -2.2% | -1.0% | -1.2% | -1.2% |
| 3M | +10.1% | +2.8% | +7.3% | +7.0% |
| 6M | -5.7% | +8.2% | -13.9% | -13.2% |
| YTD | +7.0% | +11.0% | -4.1% | -4.2% |
| 1Y | +2.7% | +16.1% | -13.5% | -12.5% |
| 3Y | +57.7% | +56.2% | +1.6% | -3.0% |
| 5Y | +31.1% | +63.0% | -31.8% | -21.8% |
| 10Y | +150.9% | +241.4% | -90.6% | -29.4% |
| All | +826.3% | +623.5% | +202.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling