+920.1%
ECL vs VIG
+648.1%
+272.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | -0.6% |
| 7D | -0.5% | +0.4% | -0.9% | -1.0% |
| 30D | +8.8% | +4.3% | +4.6% | +4.1% |
| 3M | +7.8% | +2.0% | +5.8% | +5.6% |
| 6M | +21.3% | +10.2% | +11.1% | +9.4% |
| YTD | +17.8% | +14.8% | +3.0% | +1.8% |
| 1Y | +21.1% | +17.5% | +3.6% | +2.0% |
| 3Y | +80.1% | +67.4% | +12.7% | +2.8% |
| 5Y | +40.5% | +63.4% | -22.9% | -16.5% |
| 10Y | +197.7% | +259.9% | -62.1% | -20.7% |
| All | +920.1% | +648.1% | +272.0% | +31.5% |
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