-89.3%
ECX vs VT
+85.2%
-174.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -9.5% | +1.0% | -10.5% | -9.9% |
| 3M | -25.0% | +2.4% | -27.4% | -25.8% |
| 6M | -40.3% | +12.0% | -52.3% | -43.5% |
| YTD | -39.0% | +15.3% | -54.3% | -42.9% |
| 1Y | -31.4% | +22.6% | -54.0% | -37.2% |
| 3Y | -73.9% | +74.7% | -148.6% | -77.9% |
| 5Y | -89.2% | +66.1% | -155.3% | -90.8% |
| All | -89.3% | +85.2% | -174.5% | -91.0% |
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