+213.7%
VT vs ECL
+199.1%
+14.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | -2.3% | -0.8% | -1.6% | -2.0% |
| 30D | -5.0% | +8.1% | -13.1% | -8.3% |
| 3M | -4.9% | +6.4% | -11.2% | -7.7% |
| 6M | -1.5% | +14.8% | -16.3% | -8.1% |
| YTD | +8.5% | +15.5% | -7.0% | +0.7% |
| 1Y | +11.4% | +20.1% | -8.7% | +1.4% |
| 3Y | +70.1% | +77.8% | -7.7% | +26.3% |
| 5Y | +53.7% | +37.9% | +15.9% | +26.5% |
| All | +213.7% | +199.1% | +14.5% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling