+12,727.7%
ECL vs VTRS
+557.1%
+12,170.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | -2.5% | +1.9% | -4.3% | -2.8% |
| 3M | +8.3% | +5.1% | +3.3% | +7.4% |
| 6M | -1.1% | +20.1% | -21.2% | -4.2% |
| YTD | +6.5% | +36.6% | -30.0% | +0.9% |
| 1Y | +2.1% | +64.1% | -62.0% | -6.2% |
| 3Y | +57.6% | +86.4% | -28.7% | +39.9% |
| 5Y | +28.1% | +40.9% | -12.8% | +17.2% |
| 10Y | +153.2% | -48.7% | +202.0% | +156.0% |
| All | +12,727.7% | +557.1% | +12,170.6% | +8,189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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