+75.0%
VT vs ECL
+79.0%
-4.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | -1.7% | +8.3% | -10.0% | -4.0% |
| 3M | -2.3% | +8.4% | -10.8% | -4.7% |
| 6M | +1.5% | +23.3% | -21.7% | -5.2% |
| YTD | +12.0% | +18.2% | -6.2% | +5.9% |
| 1Y | +12.9% | +18.8% | -5.9% | +6.4% |
| All | +75.0% | +79.0% | -4.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling