+1,229.6%
ECL vs VO
+827.2%
+402.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -2.6% | -0.3% | -2.3% | -2.4% |
| 30D | -2.2% | -0.3% | -1.8% | -2.0% |
| 3M | +10.1% | +2.9% | +7.2% | +7.4% |
| 6M | -5.7% | +9.3% | -15.1% | -12.5% |
| YTD | +7.0% | +14.2% | -7.2% | -4.2% |
| 1Y | +2.7% | +15.3% | -12.6% | -8.8% |
| 3Y | +57.7% | +56.2% | +1.5% | +7.7% |
| 5Y | +31.1% | +42.4% | -11.3% | -3.0% |
| 10Y | +150.9% | +194.7% | -43.9% | +4.2% |
| All | +1,229.6% | +827.2% | +402.4% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling