+86.0%
ECL vs VLTO
+54.1%
+31.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +1.7% | +12.0% | -10.4% | -2.2% |
| 30D | +8.9% | +20.8% | -11.9% | +2.1% |
| 3M | +7.4% | +20.1% | -12.7% | +0.9% |
| 6M | +19.3% | +32.6% | -13.3% | +8.5% |
| YTD | +17.4% | +17.3% | +0.1% | +10.9% |
| 1Y | +19.4% | +17.3% | +2.1% | +12.7% |
| 3Y | +80.5% | +66.9% | +13.6% | +56.7% |
| All | +86.0% | +54.1% | +31.8% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling