+12,781.7%
ECL vs VSH
+1,674.8%
+11,106.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.6% |
| 7D | -2.6% | +4.1% | -6.7% | -3.3% |
| 30D | -2.2% | -4.2% | +2.0% | -1.8% |
| 3M | +10.1% | -50.0% | +60.1% | +21.1% |
| 6M | -5.7% | +80.2% | -85.9% | -18.0% |
| YTD | +7.0% | +121.1% | -114.1% | -10.6% |
| 1Y | +2.7% | +112.0% | -109.3% | -14.1% |
| 3Y | +57.7% | +22.5% | +35.2% | +40.6% |
| 5Y | +31.1% | +64.0% | -32.9% | +10.3% |
| 10Y | +150.9% | +170.4% | -19.5% | +89.2% |
| All | +12,781.7% | +1,674.8% | +11,106.8% | +5,450.8% |
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