+30.0%
ECL vs VMC
+52.7%
-22.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.6% | -4.3% | +1.7% | -0.7% |
| 30D | -2.2% | -8.2% | +6.1% | +1.6% |
| 3M | +10.1% | -7.0% | +17.2% | +13.5% |
| 6M | -5.7% | -10.8% | +5.0% | -1.2% |
| YTD | +7.0% | -7.4% | +14.4% | +9.3% |
| 1Y | +2.7% | -9.5% | +12.1% | +5.7% |
| 3Y | +57.7% | +20.5% | +37.2% | +34.9% |
| All | +30.0% | +52.7% | -22.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling