+37.8%
ECL vs VSH
+24.4%
+13.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.3% |
| 7D | -0.8% | -12.9% | +12.2% | +0.6% |
| 30D | +8.1% | -36.9% | +45.0% | +13.7% |
| 3M | +6.4% | -28.8% | +35.1% | +9.6% |
| 6M | +14.8% | -30.3% | +45.1% | +14.1% |
| YTD | +15.5% | +62.4% | -46.9% | -4.0% |
| 1Y | +20.1% | +62.5% | -42.4% | -0.4% |
| 3Y | +77.8% | +7.4% | +70.4% | +57.4% |
| All | +37.8% | +24.4% | +13.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling