+444.2%
V vs ECL
+205.6%
+238.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | +9.5% | +8.8% | +0.7% | +4.4% |
| 3M | +16.7% | +7.8% | +8.8% | +11.7% |
| 6M | +32.9% | +21.3% | +11.6% | +18.5% |
| YTD | +21.1% | +17.8% | +3.3% | +8.8% |
| 1Y | +26.6% | +21.1% | +5.6% | +11.9% |
| 3Y | +78.4% | +80.1% | -1.7% | +21.5% |
| 5Y | +105.5% | +40.5% | +65.0% | +60.5% |
| 10Y | +444.2% | +197.7% | +246.5% | +159.4% |
| All | +444.2% | +205.6% | +238.6% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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