-97.6%
ECOR vs VT
+140.8%
-238.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.2% | -17.8% | -17.9% |
| 7D | -3.6% | -2.3% | -1.3% | -0.9% |
| 30D | -25.4% | -5.0% | -20.5% | -20.4% |
| 3M | +8.2% | -4.9% | +13.1% | +15.7% |
| 6M | +8.9% | -1.5% | +10.4% | +11.6% |
| YTD | +61.6% | +8.5% | +53.2% | +47.5% |
| 1Y | +24.1% | +11.4% | +12.8% | +10.0% |
| 3Y | +18.3% | +70.1% | -51.8% | -38.7% |
| 5Y | -50.6% | +53.7% | -104.3% | -70.9% |
| All | -97.6% | +140.8% | -238.4% | -99.3% |
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