+348.0%
VT vs ECL
+756.8%
-408.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.4% |
| 7D | -4.2% | +1.7% | -5.8% | -5.1% |
| 30D | -5.8% | +8.9% | -14.7% | -10.3% |
| 3M | -5.2% | +7.4% | -12.7% | -9.2% |
| 6M | +0.1% | +19.3% | -19.2% | -10.1% |
| YTD | +8.2% | +17.4% | -9.2% | -2.4% |
| 1Y | +10.1% | +19.4% | -9.3% | -1.8% |
| 3Y | +69.7% | +80.5% | -10.8% | +16.4% |
| 5Y | +53.4% | +40.2% | +13.1% | +19.0% |
| 10Y | +219.2% | +207.8% | +11.4% | +37.0% |
| All | +348.0% | +756.8% | -408.7% | -16.6% |
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