-16.7%
ECVT vs VT
+53.2%
-69.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +6.3% |
| 7D | -0.6% | -4.2% | +3.6% | +3.6% |
| 30D | -1.8% | -5.8% | +4.0% | +4.2% |
| 3M | -11.1% | -5.2% | -5.8% | -6.4% |
| 6M | -30.9% | +0.1% | -31.0% | -31.8% |
| YTD | +4.6% | +8.2% | -3.6% | -5.9% |
| 1Y | +20.3% | +10.1% | +10.2% | +6.2% |
| 3Y | +8.1% | +69.7% | -61.6% | -38.7% |
| 5Y | -16.7% | +53.4% | -70.1% | -47.5% |
| All | -16.7% | +53.2% | -69.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling