+661.8%
ECL vs VYM
+490.3%
+171.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -2.5% | -1.3% | -1.2% | -1.3% |
| 3M | +8.3% | +4.1% | +4.3% | +4.4% |
| 6M | -1.1% | +9.8% | -10.9% | -9.4% |
| YTD | +6.5% | +15.3% | -8.8% | -6.9% |
| 1Y | +2.1% | +20.0% | -17.9% | -14.2% |
| 3Y | +57.6% | +66.2% | -8.6% | -4.1% |
| 5Y | +28.1% | +77.5% | -49.5% | -26.0% |
| 10Y | +153.2% | +201.7% | -48.5% | -9.5% |
| All | +661.8% | +490.3% | +171.5% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling