+327.8%
VWO vs ECL
+992.5%
-664.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.4% |
| 30D | +1.3% | -2.5% | +3.7% | +2.7% |
| 3M | +5.1% | +8.3% | -3.2% | -0.5% |
| 6M | +12.5% | -1.1% | +13.6% | +12.2% |
| YTD | +14.0% | +6.5% | +7.5% | +8.5% |
| 1Y | +19.7% | +2.1% | +17.6% | +16.2% |
| 3Y | +66.8% | +57.6% | +9.2% | +19.9% |
| 5Y | +36.2% | +28.1% | +8.1% | +7.2% |
| 10Y | +111.0% | +153.2% | -42.2% | -13.2% |
| All | +327.8% | +992.5% | -664.7% | -50.0% |
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 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