-3.4%
ECNS vs VT
+217.6%
-221.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | +4.4% | -0.1% | +4.5% | +4.3% |
| 30D | -3.3% | -3.1% | -0.3% | -1.0% |
| 3M | -11.2% | -3.5% | -7.7% | -8.8% |
| 6M | -21.3% | +0.5% | -21.8% | -21.8% |
| YTD | -17.8% | +10.8% | -28.5% | -24.6% |
| 1Y | -22.7% | +11.9% | -34.6% | -29.7% |
| 3Y | +16.5% | +73.0% | -56.5% | -25.5% |
| 5Y | -33.4% | +58.6% | -92.0% | -54.5% |
| 10Y | -3.4% | +219.2% | -222.6% | -58.6% |
| All | -3.4% | +217.6% | -221.0% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling