+153.2%
ECL vs VSH
+170.2%
-17.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.8% | +6.2% | -7.0% | -2.1% |
| 30D | -2.5% | -11.1% | +8.7% | -0.2% |
| 3M | +8.3% | -44.9% | +53.2% | +21.1% |
| 6M | -1.1% | +90.0% | -91.0% | -22.4% |
| YTD | +6.5% | +118.8% | -112.3% | -20.2% |
| 1Y | +2.1% | +109.0% | -106.9% | -23.3% |
| 3Y | +57.6% | +35.6% | +22.0% | +28.3% |
| 5Y | +28.1% | +66.7% | -38.7% | -5.7% |
| 10Y | +153.2% | +167.9% | -14.7% | +48.2% |
| All | +153.2% | +170.2% | -17.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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