+289.6%
VTI vs ECL
+197.5%
+92.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | +2.5% | +2.9% | -0.3% | +1.1% |
| 30D | -1.5% | +7.5% | -9.0% | -5.0% |
| 3M | -3.2% | +12.2% | -15.4% | -8.7% |
| 6M | +2.3% | +24.6% | -22.3% | -8.8% |
| YTD | +11.6% | +18.8% | -7.1% | +1.4% |
| 1Y | +13.8% | +19.3% | -5.6% | +3.0% |
| 3Y | +77.4% | +78.2% | -0.8% | +28.2% |
| 5Y | +64.6% | +38.8% | +25.8% | +32.9% |
| All | +289.6% | +197.5% | +92.0% | +109.4% |
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