+61.1%
ECOW vs VT
+146.5%
-85.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | -2.8% | -1.4% | -1.4% | -1.8% |
| 3M | -4.1% | -1.4% | -2.7% | -3.2% |
| 6M | -4.0% | +5.5% | -9.5% | -7.7% |
| YTD | +9.0% | +12.8% | -3.8% | -0.1% |
| 1Y | +11.7% | +15.4% | -3.7% | +0.7% |
| 3Y | +62.2% | +76.9% | -14.6% | +7.8% |
| 5Y | +44.2% | +60.4% | -16.2% | +1.9% |
| All | +61.1% | +146.5% | -85.4% | -13.9% |
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