-92.0%
ECX price history and return analytics
+78.8%
-170.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.7% |
| 7D | -22.8% | +0.4% | -23.1% | -23.4% |
| 30D | -7.8% | -2.6% | -5.2% | -7.2% |
| 3M | -29.1% | -3.2% | -25.9% | -28.4% |
| 6M | -31.6% | +0.9% | -32.5% | -32.2% |
| YTD | -54.7% | +11.3% | -66.0% | -57.1% |
| 1Y | -66.5% | +14.0% | -80.5% | -68.6% |
| 3Y | -79.2% | +75.8% | -155.0% | -82.2% |
| 5Y | -92.0% | +57.8% | -149.8% | -93.1% |
| All | -92.0% | +78.8% | -170.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling