+13,805.6%
ECL vs VMC
+3,502.6%
+10,303.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +8.1% | +15.8% | -7.7% | +2.8% |
| 3M | +6.4% | +0.6% | +5.8% | +6.0% |
| 6M | +14.8% | -4.0% | +18.8% | +16.0% |
| YTD | +15.5% | -0.3% | +15.8% | +14.7% |
| 1Y | +20.1% | -0.5% | +20.6% | +19.3% |
| 3Y | +77.8% | +39.6% | +38.2% | +54.7% |
| 5Y | +37.9% | +50.1% | -12.2% | +16.5% |
| 10Y | +202.7% | +163.9% | +38.7% | +101.5% |
| All | +13,805.6% | +3,502.6% | +10,303.0% | +4,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling