+226.3%
VTV vs ECL
+155.8%
+70.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.1% | -2.6% | +0.6% | -0.8% |
| 30D | -1.3% | -4.6% | +3.3% | +0.8% |
| 3M | +5.6% | +6.0% | -0.3% | +2.5% |
| 6M | +12.4% | -3.0% | +15.3% | +13.3% |
| YTD | +17.6% | +4.0% | +13.6% | +14.5% |
| 1Y | +23.5% | +2.0% | +21.5% | +21.0% |
| 3Y | +67.0% | +53.9% | +13.1% | +31.9% |
| 5Y | +80.5% | +27.1% | +53.4% | +54.0% |
| All | +226.3% | +155.8% | +70.6% | +88.1% |
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