+17.9%
ECL vs VSH
+97.1%
-79.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -0.5% | +26.2% | -26.7% | -0.6% |
| 30D | +6.6% | -12.5% | +19.1% | +6.5% |
| 3M | +9.6% | -16.9% | +26.5% | +9.5% |
| 6M | +21.6% | -17.0% | +38.6% | +17.5% |
| YTD | +16.9% | +93.8% | -76.9% | +0.7% |
| 1Y | +17.9% | +99.3% | -81.5% | +1.3% |
| All | +17.9% | +97.1% | -79.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling