+567.3%
VRT vs ECL
+37.7%
+529.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.7% |
| 7D | -21.4% | -0.8% | -20.6% | -21.2% |
| 30D | -25.8% | +8.1% | -33.9% | -30.5% |
| 3M | -33.5% | +6.4% | -39.9% | -37.1% |
| 6M | -49.0% | +14.8% | -63.8% | -55.4% |
| YTD | +12.9% | +15.5% | -2.5% | -1.6% |
| 1Y | 0.0% | +20.1% | -20.1% | -16.0% |
| 3Y | +361.8% | +77.8% | +284.1% | +155.5% |
| All | +567.3% | +37.7% | +529.6% | +316.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling