+64.6%
VTI vs ECL
+38.6%
+25.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | +2.5% | +2.9% | -0.3% | +1.3% |
| 30D | -1.5% | +7.5% | -9.0% | -4.6% |
| 3M | -3.2% | +12.2% | -15.4% | -8.0% |
| 6M | +2.3% | +24.6% | -22.3% | -7.6% |
| YTD | +11.6% | +18.8% | -7.1% | +2.5% |
| 1Y | +13.8% | +19.3% | -5.6% | +4.2% |
| 3Y | +77.4% | +78.2% | -0.8% | +31.4% |
| All | +64.6% | +38.6% | +25.9% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling