+60.9%
ECOW vs VT
+137.0%
-76.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.0% | -2.3% | +4.4% | +3.7% |
| 30D | -2.8% | -5.0% | +2.1% | +0.7% |
| 3M | -3.8% | -4.9% | +1.1% | -0.4% |
| 6M | -7.1% | -1.5% | -5.6% | -6.3% |
| YTD | +8.9% | +8.5% | +0.4% | +2.5% |
| 1Y | +9.1% | +11.4% | -2.3% | +0.7% |
| 3Y | +61.7% | +70.1% | -8.3% | +10.4% |
| 5Y | +44.1% | +53.7% | -9.7% | +4.8% |
| All | +60.9% | +137.0% | -76.1% | -11.6% |
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