+337.4%
ECPG vs VT
+221.4%
+116.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | +6.3% | +1.0% | +5.3% | +5.2% |
| 30D | -1.3% | -0.2% | -1.1% | -1.0% |
| 3M | +23.1% | +4.5% | +18.6% | +17.3% |
| 6M | +39.9% | +14.1% | +25.8% | +20.8% |
| YTD | +81.9% | +14.8% | +67.1% | +55.8% |
| 1Y | +120.5% | +21.2% | +99.3% | +78.1% |
| 3Y | +114.0% | +76.6% | +37.4% | +19.3% |
| 5Y | +106.6% | +66.6% | +40.1% | +20.2% |
| 10Y | +337.4% | +222.3% | +115.2% | +15.7% |
| All | +337.4% | +221.4% | +116.0% | +15.7% |
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