+158.3%
VEA vs ECL
+798.8%
-640.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | +2.3% | +2.9% | -0.6% | +0.7% |
| 30D | +0.2% | +7.5% | -7.3% | -3.8% |
| 3M | -5.3% | +12.2% | -17.6% | -11.4% |
| 6M | -0.9% | +24.6% | -25.5% | -13.0% |
| YTD | +12.2% | +18.8% | -6.6% | +0.9% |
| 1Y | +16.1% | +19.3% | -3.2% | +4.0% |
| 3Y | +73.0% | +78.2% | -5.2% | +20.4% |
| 5Y | +53.7% | +38.8% | +14.9% | +20.3% |
| 10Y | +159.3% | +197.8% | -38.5% | +13.0% |
| All | +158.3% | +798.8% | -640.5% | -56.0% |
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