-51.4%
VG vs ECL
+28.6%
-80.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -5.5% |
| 7D | -22.0% | +1.7% | -23.7% | -21.1% |
| 30D | -14.7% | +8.9% | -23.6% | -10.7% |
| 3M | -7.1% | +7.4% | -14.5% | -3.0% |
| 6M | -11.2% | +19.3% | -30.5% | -2.3% |
| YTD | +69.8% | +17.4% | +52.4% | +79.5% |
| 1Y | +49.9% | +19.4% | +30.5% | +57.5% |
| All | -51.4% | +28.6% | -80.0% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling