+725.0%
VTV vs ECL
+1,254.5%
-529.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +0.5% | -2.6% | +3.1% | +1.9% |
| 30D | +1.1% | -2.2% | +3.3% | +2.2% |
| 3M | +5.9% | +10.1% | -4.2% | +0.1% |
| 6M | +11.6% | -5.7% | +17.4% | +14.4% |
| YTD | +19.8% | +7.0% | +12.9% | +14.4% |
| 1Y | +26.2% | +2.7% | +23.6% | +22.8% |
| 3Y | +68.5% | +57.7% | +10.7% | +26.8% |
| 5Y | +79.9% | +31.1% | +48.7% | +45.5% |
| 10Y | +229.7% | +150.9% | +78.8% | +72.1% |
| All | +725.0% | +1,254.5% | -529.5% | +61.5% |
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