+654.4%
VRT vs ECL
+38.6%
+615.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.8% |
| 7D | +10.5% | +2.9% | +7.6% | +8.3% |
| 30D | -9.3% | +7.5% | -16.8% | -14.5% |
| 3M | -29.6% | +12.2% | -41.8% | -36.0% |
| 6M | -45.4% | +24.6% | -69.9% | -55.2% |
| YTD | +24.8% | +18.8% | +6.1% | +6.5% |
| 1Y | +23.6% | +19.3% | +4.3% | +4.8% |
| 3Y | +379.7% | +78.2% | +301.5% | +166.4% |
| All | +654.4% | +38.6% | +615.8% | +370.4% |
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