-16.7%
ECVT vs VT
+175.4%
-192.1%
-62.9%
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 | +1.0% | +0.4% | +0.5% | +0.4% |
| 30D | -10.8% | +1.0% | -11.8% | -11.9% |
| 3M | -21.0% | +2.4% | -23.4% | -23.5% |
| 6M | -11.2% | +12.0% | -23.2% | -22.9% |
| YTD | +4.9% | +15.3% | -10.4% | -12.1% |
| 1Y | +13.3% | +22.6% | -9.3% | -11.5% |
| 3Y | -1.4% | +74.7% | -76.0% | -48.0% |
| 5Y | -23.2% | +66.1% | -89.3% | -57.0% |
| All | -16.7% | +175.4% | -192.1% | -71.7% |
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 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