+156.3%
ECL vs VYM
+209.2%
-52.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | +1.6% |
| 3M | +5.0% | +3.1% | +2.0% | +1.8% |
| 6M | +0.2% | +9.7% | -9.5% | -9.0% |
| YTD | +5.8% | +14.9% | -9.1% | -8.6% |
| 1Y | +1.5% | +17.6% | -16.0% | -14.5% |
| 3Y | +55.0% | +65.3% | -10.3% | -11.0% |
| 5Y | +29.3% | +78.7% | -49.4% | -31.2% |
| All | +156.3% | +209.2% | -52.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling