+21.0%
VRT vs ECL
+17.4%
+3.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +18.6% | -0.5% | +19.1% | +18.7% |
| 30D | -11.7% | +6.6% | -18.2% | -12.7% |
| 3M | -27.3% | +9.6% | -36.9% | -28.8% |
| 6M | -42.9% | +21.6% | -64.5% | -48.0% |
| YTD | +29.5% | +16.9% | +12.6% | +29.1% |
| 1Y | +21.0% | +17.9% | +3.2% | +20.7% |
| All | +21.0% | +17.4% | +3.7% | +20.7% |
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