+14,053.0%
ECL vs VMC
+3,567.9%
+10,485.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +8.6% | +17.7% | -9.1% | +2.6% |
| 3M | +7.9% | +1.1% | +6.8% | +7.3% |
| 6M | +21.0% | +1.8% | +19.2% | +19.9% |
| YTD | +17.5% | +1.5% | +16.0% | +16.0% |
| 1Y | +19.7% | -1.1% | +20.8% | +19.1% |
| 3Y | +77.4% | +38.8% | +38.7% | +54.7% |
| 5Y | +38.7% | +49.6% | -10.9% | +17.4% |
| 10Y | +193.5% | +130.6% | +62.9% | +104.3% |
| All | +14,053.0% | +3,567.9% | +10,485.2% | +4,331.1% |
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