-5.0%
ECNS vs VT
+385.6%
-390.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +2.9% |
| 7D | +2.9% | -4.2% | +7.1% | +6.7% |
| 30D | -2.4% | -5.8% | +3.4% | +2.6% |
| 3M | -9.2% | -5.2% | -4.0% | -5.1% |
| 6M | -18.9% | +0.1% | -19.0% | -19.2% |
| YTD | -17.4% | +8.2% | -25.7% | -23.0% |
| 1Y | -21.3% | +10.1% | -31.4% | -27.7% |
| 3Y | +15.7% | +69.7% | -53.9% | -26.4% |
| 5Y | -32.6% | +53.4% | -85.9% | -53.5% |
| 10Y | -2.4% | +219.2% | -221.6% | -64.8% |
| All | -5.0% | +385.6% | -390.6% | -76.5% |
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