+789.2%
VGT vs ECL
+155.8%
+633.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.0% | -2.6% | +1.6% | +0.4% |
| 30D | -0.4% | -4.6% | +4.1% | +1.8% |
| 3M | +6.6% | +6.0% | +0.6% | +2.6% |
| 6M | +31.0% | -3.0% | +34.0% | +31.6% |
| YTD | +27.2% | +4.0% | +23.2% | +22.6% |
| 1Y | +34.5% | +2.0% | +32.4% | +30.3% |
| 3Y | +123.1% | +53.9% | +69.2% | +68.1% |
| 5Y | +135.1% | +27.1% | +108.0% | +93.1% |
| All | +789.2% | +155.8% | +633.5% | +379.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling