+365.1%
ECO vs VT
+70.5%
+294.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.7% |
| 7D | -9.9% | +0.4% | -10.3% | -10.2% |
| 30D | -11.7% | -2.6% | -9.1% | -10.4% |
| 3M | +45.0% | -3.2% | +48.2% | +47.6% |
| 6M | +65.8% | +0.9% | +64.9% | +63.9% |
| YTD | +183.5% | +11.3% | +172.2% | +163.2% |
| 1Y | +186.2% | +14.0% | +172.2% | +161.0% |
| 3Y | +320.3% | +75.8% | +244.4% | +192.8% |
| All | +365.1% | +70.5% | +294.6% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling