-80.1%
ECX price history and return analytics
+75.3%
-155.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.7% |
| 7D | -22.8% | +0.4% | -23.1% | -24.0% |
| 30D | -7.8% | -2.6% | -5.2% | -6.6% |
| 3M | -29.1% | -3.2% | -25.9% | -27.7% |
| 6M | -31.6% | +0.9% | -32.5% | -33.1% |
| YTD | -54.7% | +11.3% | -66.0% | -59.9% |
| 1Y | -66.5% | +14.0% | -80.5% | -71.0% |
| All | -80.1% | +75.3% | -155.3% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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