-97.6%
ECOR vs VT
+146.3%
-243.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -6.8% | -1.6% | -5.2% | -4.7% |
| 30D | -28.7% | -2.5% | -26.2% | -26.2% |
| 3M | +18.7% | -1.3% | +20.0% | +21.4% |
| 6M | +8.9% | +3.1% | +5.8% | +5.4% |
| YTD | +61.2% | +10.9% | +50.3% | +43.3% |
| 1Y | +42.3% | +12.1% | +30.3% | +25.2% |
| 3Y | +17.0% | +73.9% | -56.9% | -40.9% |
| 5Y | -51.8% | +58.0% | -109.8% | -72.6% |
| All | -97.6% | +146.3% | -243.8% | -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 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