-91.8%
ECX vs VT
+53.2%
-145.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.1% | +17.9% | +15.7% |
| 7D | -0.5% | -4.2% | +3.7% | +0.9% |
| 30D | -4.9% | -5.8% | +0.9% | -2.6% |
| 3M | -31.0% | -5.2% | -25.8% | -29.6% |
| 6M | -27.9% | +0.1% | -28.1% | -28.5% |
| YTD | -53.5% | +8.2% | -61.7% | -55.5% |
| 1Y | -66.5% | +10.1% | -76.7% | -68.3% |
| 3Y | -82.3% | +69.7% | -151.9% | -84.8% |
| 5Y | -91.8% | +53.4% | -145.2% | -92.9% |
| All | -91.8% | +53.2% | -145.0% | -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 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