+153.2%
ECL vs VO
+192.5%
-39.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -1.4% |
| 30D | -2.5% | -1.1% | -1.4% | -1.6% |
| 3M | +8.3% | +4.5% | +3.8% | +3.9% |
| 6M | -1.1% | +11.1% | -12.2% | -10.4% |
| YTD | +6.5% | +13.5% | -7.0% | -5.5% |
| 1Y | +2.1% | +14.5% | -12.4% | -10.2% |
| 3Y | +57.6% | +58.1% | -0.5% | +0.2% |
| 5Y | +28.1% | +43.3% | -15.2% | -10.5% |
| 10Y | +153.2% | +193.2% | -40.0% | -11.9% |
| All | +153.2% | +192.5% | -39.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling