+194.2%
ECL vs VO
+197.5%
-3.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | -0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +8.8% | +0.5% | +8.3% | +8.3% |
| 3M | +7.8% | -1.0% | +8.9% | +8.7% |
| 6M | +21.3% | +6.4% | +14.9% | +14.2% |
| YTD | +17.8% | +13.6% | +4.2% | +4.4% |
| 1Y | +21.1% | +14.5% | +6.6% | +6.4% |
| 3Y | +80.1% | +67.2% | +12.9% | +8.2% |
| 5Y | +40.5% | +36.1% | +4.4% | +3.2% |
| All | +194.2% | +197.5% | -3.3% | +7.5% |
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