+52.8%
ECL vs VYM
+64.8%
-12.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -2.7% | -1.0% | -1.8% | -2.0% |
| 30D | -4.3% | -2.0% | -2.3% | -2.7% |
| 3M | +3.2% | +3.1% | +0.2% | +0.9% |
| 6M | -2.9% | +8.9% | -11.8% | -9.0% |
| YTD | +4.3% | +14.7% | -10.5% | -6.0% |
| 1Y | +1.6% | +19.4% | -17.8% | -11.0% |
| All | +52.8% | +64.8% | -12.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling