+12,781.7%
ECL vs VMC
+3,246.6%
+9,535.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.6% | -4.3% | +1.7% | -1.1% |
| 30D | -2.2% | -8.2% | +6.1% | +0.7% |
| 3M | +10.1% | -7.0% | +17.2% | +12.7% |
| 6M | -5.7% | -10.8% | +5.0% | -2.2% |
| YTD | +7.0% | -7.4% | +14.4% | +9.1% |
| 1Y | +2.7% | -9.5% | +12.1% | +5.3% |
| 3Y | +57.7% | +20.5% | +37.2% | +44.3% |
| 5Y | +31.1% | +51.6% | -20.4% | +10.6% |
| 10Y | +150.9% | +150.0% | +0.8% | +70.0% |
| All | +12,781.7% | +3,246.6% | +9,535.1% | +4,065.4% |
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