+107.9%
VGT vs ECL
+37.9%
+70.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | 0.0% |
| 7D | +5.6% | -0.5% | +6.1% | +5.9% |
| 30D | -10.6% | +6.6% | -17.2% | -13.4% |
| 3M | -6.9% | +9.6% | -16.5% | -11.2% |
| 6M | +0.9% | +21.6% | -20.7% | -9.5% |
| YTD | +20.4% | +16.9% | +3.5% | +9.5% |
| 1Y | +17.4% | +17.9% | -0.5% | +6.1% |
| 3Y | +106.3% | +76.5% | +29.8% | +43.0% |
| 5Y | +107.9% | +36.6% | +71.2% | +55.0% |
| All | +107.9% | +37.9% | +70.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling