+377.4%
VT vs ECL
+680.3%
-302.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.4% | -2.6% | +3.1% | +1.9% |
| 30D | +1.0% | -2.2% | +3.1% | +2.1% |
| 3M | +2.4% | +10.1% | -7.7% | -3.6% |
| 6M | +12.0% | -5.7% | +17.7% | +14.8% |
| YTD | +15.3% | +7.0% | +8.4% | +9.8% |
| 1Y | +22.6% | +2.7% | +19.9% | +18.9% |
| 3Y | +74.7% | +57.7% | +17.0% | +29.4% |
| 5Y | +66.1% | +31.1% | +35.0% | +33.5% |
| 10Y | +225.0% | +150.9% | +74.1% | +59.0% |
| All | +377.4% | +680.3% | -302.9% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling