+77.8%
ECL vs VO
+60.2%
+17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -0.8% | -2.6% | +1.8% | +1.0% |
| 30D | +8.1% | -0.9% | +9.1% | +8.8% |
| 3M | +6.4% | -3.0% | +9.4% | +8.5% |
| 6M | +14.8% | +2.2% | +12.6% | +13.0% |
| YTD | +15.5% | +10.6% | +4.9% | +8.1% |
| 1Y | +20.1% | +12.5% | +7.6% | +11.2% |
| 3Y | +77.8% | +61.4% | +16.4% | +35.5% |
| All | +77.8% | +60.2% | +17.6% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling