+37.7%
ECL vs VSXY
+37.4%
+0.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -2.6% | -14.0% | +11.4% | -1.4% |
| 30D | -2.2% | -15.9% | +13.7% | -0.8% |
| 3M | +10.1% | +3.4% | +6.7% | +9.5% |
| 6M | -5.7% | +25.9% | -31.6% | -8.9% |
| YTD | +7.0% | +39.5% | -32.5% | +2.1% |
| 1Y | +2.7% | +194.4% | -191.7% | -9.1% |
| 3Y | +57.7% | +281.4% | -223.7% | +28.0% |
| 5Y | +31.1% | +12.8% | +18.4% | +19.5% |
| All | +37.7% | +37.4% | +0.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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