+38.7%
ECL vs VT
+57.5%
-18.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | +0.4% | -0.1% | +0.6% | +0.5% |
| 30D | +8.6% | -3.1% | +11.6% | +11.4% |
| 3M | +7.9% | -3.5% | +11.4% | +11.0% |
| 6M | +21.0% | +0.5% | +20.6% | +19.7% |
| YTD | +17.5% | +10.8% | +6.7% | +6.2% |
| 1Y | +19.7% | +11.9% | +7.8% | +7.1% |
| 3Y | +77.4% | +73.0% | +4.5% | +0.5% |
| 5Y | +38.7% | +58.6% | -19.9% | -14.9% |
| All | +38.7% | +57.5% | -18.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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