+69.8%
ECOW vs VT
+151.9%
-82.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +1.3% | +1.0% | +0.3% | +0.6% |
| 3M | +2.2% | +2.4% | -0.2% | +0.4% |
| 6M | +5.0% | +12.0% | -7.0% | -3.3% |
| YTD | +14.9% | +15.3% | -0.4% | +3.7% |
| 1Y | +24.1% | +22.6% | +1.5% | +7.2% |
| 3Y | +66.0% | +74.7% | -8.6% | +11.3% |
| 5Y | +39.3% | +66.1% | -26.8% | -4.0% |
| All | +69.8% | +151.9% | -82.1% | -10.6% |
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 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