+478.7%
ECPG vs VT
+223.7%
+255.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -4.5% |
| 7D | +11.7% | +0.4% | +11.4% | +9.9% |
| 30D | +12.2% | -2.6% | +14.8% | +14.2% |
| 3M | +11.8% | -3.2% | +15.0% | +14.6% |
| 6M | +33.5% | +0.9% | +32.6% | +30.2% |
| YTD | +106.0% | +11.3% | +94.7% | +80.2% |
| 1Y | +136.7% | +14.0% | +122.7% | +101.7% |
| 3Y | +168.0% | +75.8% | +92.1% | +48.1% |
| 5Y | +89.5% | +57.8% | +31.7% | +15.8% |
| 10Y | +478.7% | +219.8% | +258.9% | +56.3% |
| All | +478.7% | +223.7% | +255.0% | +56.3% |
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