+77.4%
ECL vs VLTO
+72.9%
+4.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | +1.6% | -1.2% | -0.1% |
| 30D | +8.6% | +22.0% | -13.4% | +1.4% |
| 3M | +7.9% | +21.9% | -14.0% | +0.8% |
| 6M | +21.0% | +36.5% | -15.5% | +8.9% |
| YTD | +17.5% | +19.0% | -1.5% | +10.4% |
| 1Y | +19.7% | +21.0% | -1.3% | +11.6% |
| 3Y | +77.4% | +69.9% | +7.5% | +60.3% |
| All | +77.4% | +72.9% | +4.5% | +60.3% |
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