-4.4%
ECNS vs VT
+215.5%
-220.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | +5.3% | -2.3% | +7.6% | +7.3% |
| 30D | -1.7% | -5.0% | +3.3% | +2.5% |
| 3M | -7.9% | -4.9% | -3.1% | -4.2% |
| 6M | -19.5% | -1.5% | -17.9% | -18.6% |
| YTD | -17.0% | +8.5% | -25.5% | -22.5% |
| 1Y | -20.9% | +11.4% | -32.3% | -27.8% |
| 3Y | +14.4% | +70.1% | -55.6% | -25.7% |
| 5Y | -32.2% | +53.7% | -85.9% | -52.5% |
| All | -4.4% | +215.5% | -220.0% | -57.9% |
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