-97.0%
ECOR vs VT
+140.3%
-237.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.1% | +8.8% | +10.0% |
| 7D | +8.5% | -4.2% | +12.7% | +14.5% |
| 30D | -11.3% | -5.8% | -5.5% | -4.2% |
| 3M | +34.8% | -5.2% | +40.0% | +44.9% |
| 6M | +25.9% | +0.1% | +25.8% | +26.2% |
| YTD | +96.2% | +8.2% | +88.0% | +79.7% |
| 1Y | +85.7% | +10.1% | +75.5% | +66.6% |
| 3Y | +42.4% | +69.7% | -27.3% | -25.9% |
| 5Y | -40.0% | +53.4% | -93.4% | -64.6% |
| All | -97.0% | +140.3% | -237.3% | -99.2% |
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