+63.9%
VWO vs ECL
+54.1%
+9.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | +0.9% | -4.3% | +5.2% | +1.9% |
| 3M | +4.3% | +3.2% | +1.0% | +3.1% |
| 6M | +10.5% | -2.9% | +13.4% | +10.8% |
| YTD | +13.4% | +4.3% | +9.1% | +11.9% |
| 1Y | +18.6% | +1.6% | +16.9% | +17.5% |
| All | +63.9% | +54.1% | +9.9% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling