+14,085.9%
ECL vs VSH
+1,378.7%
+12,707.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.4% | -11.4% | -0.2% |
| 7D | -0.5% | +3.5% | -4.0% | -1.5% |
| 30D | +8.8% | -22.4% | +31.3% | +12.4% |
| 3M | +7.8% | -25.2% | +33.0% | +11.5% |
| 6M | +21.3% | -22.5% | +43.9% | +21.1% |
| YTD | +17.8% | +84.2% | -66.4% | +0.2% |
| 1Y | +21.1% | +87.1% | -66.0% | +2.5% |
| 3Y | +80.1% | +31.7% | +48.4% | +56.2% |
| 5Y | +40.5% | +42.6% | -2.1% | +19.4% |
| 10Y | +197.7% | +116.6% | +81.2% | +130.0% |
| All | +14,085.9% | +1,378.7% | +12,707.2% | +6,120.8% |
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