+294.5%
VTI vs ECL
+155.8%
+138.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -2.6% | +0.6% | -0.7% |
| 30D | -1.9% | -4.6% | +2.6% | +0.2% |
| 3M | +4.5% | +6.0% | -1.4% | +1.2% |
| 6M | +12.6% | -3.0% | +15.5% | +13.4% |
| YTD | +12.0% | +4.0% | +8.0% | +8.7% |
| 1Y | +17.3% | +2.0% | +15.3% | +14.6% |
| 3Y | +75.3% | +53.9% | +21.4% | +36.1% |
| 5Y | +74.0% | +27.1% | +46.9% | +46.2% |
| All | +294.5% | +155.8% | +138.8% | +123.6% |
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 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