+905.2%
VRT vs ECL
+31.2%
+874.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -2.6% | +11.7% | +11.2% |
| 30D | +0.9% | -2.2% | +3.1% | +2.2% |
| 3M | -13.4% | +10.1% | -23.5% | -21.3% |
| 6M | +11.7% | -5.7% | +17.4% | +15.1% |
| YTD | +73.2% | +7.0% | +66.3% | +61.1% |
| 1Y | +123.4% | +2.7% | +120.8% | +112.6% |
| 3Y | +606.2% | +57.7% | +548.4% | +342.7% |
| All | +905.2% | +31.2% | +874.0% | +535.1% |
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 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