-91.7%
ECX vs VT
+78.3%
-170.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.1% | +2.4% | -1.2% | +0.1% |
| 30D | -12.9% | -1.5% | -11.4% | -12.8% |
| 3M | -24.7% | -4.1% | -20.5% | -23.6% |
| 6M | -25.0% | +0.6% | -25.6% | -25.6% |
| YTD | -52.9% | +11.0% | -63.9% | -55.4% |
| 1Y | -66.1% | +13.3% | -79.5% | -68.1% |
| 3Y | -75.6% | +73.4% | -149.0% | -79.1% |
| 5Y | -91.7% | +57.4% | -149.1% | -92.9% |
| All | -91.7% | +78.3% | -170.1% | -92.9% |
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