+50.0%
VG vs ECL
+17.6%
+32.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -2.0% |
| 7D | -22.0% | -0.8% | -21.3% | -22.2% |
| 30D | -11.6% | +8.1% | -19.8% | -2.0% |
| 3M | -14.9% | +6.4% | -21.2% | -7.3% |
| 6M | -3.5% | +14.8% | -18.3% | +18.9% |
| YTD | +70.0% | +15.5% | +54.5% | +91.5% |
| 1Y | +50.0% | +20.1% | +29.9% | +73.0% |
| All | +50.0% | +17.6% | +32.3% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling