+805.8%
VOO vs ECL
+642.7%
+163.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -3.6% | +8.6% | -12.2% | -7.6% |
| 3M | -2.7% | +7.9% | -10.6% | -6.6% |
| 6M | +2.2% | +21.0% | -18.8% | -7.8% |
| YTD | +10.9% | +17.5% | -6.6% | +1.1% |
| 1Y | +11.3% | +19.7% | -8.3% | +0.4% |
| 3Y | +76.9% | +77.4% | -0.5% | +27.7% |
| 5Y | +73.5% | +38.7% | +34.8% | +39.6% |
| 10Y | +307.7% | +193.5% | +114.2% | +109.3% |
| All | +805.8% | +642.7% | +163.1% | +155.5% |
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