+13,805.6%
ECL vs VSH
+1,203.4%
+12,602.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.6% |
| 7D | -0.8% | -12.9% | +12.2% | +1.2% |
| 30D | +8.1% | -36.9% | +45.0% | +15.6% |
| 3M | +6.4% | -28.8% | +35.1% | +10.8% |
| 6M | +14.8% | -30.3% | +45.1% | +16.6% |
| YTD | +15.5% | +62.4% | -46.9% | +0.4% |
| 1Y | +20.1% | +62.5% | -42.4% | +4.2% |
| 3Y | +77.8% | +7.4% | +70.4% | +59.8% |
| 5Y | +37.9% | +25.4% | +12.4% | +19.8% |
| 10Y | +202.7% | +102.6% | +100.0% | +136.8% |
| All | +13,805.6% | +1,203.4% | +12,602.2% | +6,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling