+173.7%
VEA vs ECL
+709.5%
-535.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.0% | -2.6% | +3.6% | +2.4% |
| 30D | +1.9% | -2.2% | +4.1% | +3.1% |
| 3M | +3.2% | +10.1% | -6.9% | -2.7% |
| 6M | +10.2% | -5.7% | +16.0% | +13.1% |
| YTD | +18.9% | +7.0% | +11.9% | +13.5% |
| 1Y | +29.3% | +2.7% | +26.7% | +25.8% |
| 3Y | +76.8% | +57.7% | +19.1% | +31.6% |
| 5Y | +61.2% | +31.1% | +30.1% | +29.7% |
| 10Y | +163.3% | +150.9% | +12.4% | +27.6% |
| All | +173.7% | +709.5% | -535.8% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling