+4.1%
ECNS vs VT
+417.5%
-413.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | -0.6% | +1.0% | -1.6% | -1.4% |
| 3M | -5.3% | +2.4% | -7.7% | -7.3% |
| 6M | -12.8% | +12.0% | -24.8% | -21.0% |
| YTD | -9.6% | +15.3% | -24.9% | -20.1% |
| 1Y | -16.5% | +22.6% | -39.1% | -29.8% |
| 3Y | +21.1% | +74.7% | -53.6% | -24.8% |
| 5Y | -31.4% | +66.1% | -97.5% | -55.7% |
| 10Y | +3.0% | +225.0% | -222.0% | -63.3% |
| All | +4.1% | +417.5% | -413.4% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling