+78.2%
ECL vs VLTO
+70.6%
+7.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | +7.5% | +17.5% | -10.0% | +1.7% |
| 3M | +12.2% | +21.4% | -9.1% | +4.9% |
| 6M | +24.6% | +38.1% | -13.6% | +11.7% |
| YTD | +18.8% | +19.0% | -0.3% | +11.6% |
| 1Y | +19.3% | +20.7% | -1.3% | +11.4% |
| 3Y | +78.2% | +64.3% | +13.9% | +61.4% |
| All | +78.2% | +70.6% | +7.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling