+385.1%
ECO vs VT
+71.6%
+313.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | -13.1% | -1.7% | -11.3% | -12.2% |
| 3M | +54.0% | -2.3% | +56.3% | +55.9% |
| 6M | +73.8% | +1.5% | +72.3% | +71.3% |
| YTD | +195.7% | +12.0% | +183.6% | +173.6% |
| 1Y | +183.9% | +12.9% | +171.0% | +161.0% |
| 3Y | +333.5% | +74.9% | +258.6% | +204.0% |
| All | +385.1% | +71.6% | +313.5% | +238.3% |
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