+135.2%
VGT vs ECL
+25.4%
+109.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | +1.5% | -2.7% | +4.2% | +2.8% |
| 30D | +0.5% | -4.3% | +4.8% | +2.5% |
| 3M | +5.3% | +3.2% | +2.0% | +2.8% |
| 6M | +32.4% | -2.9% | +35.3% | +33.1% |
| YTD | +28.6% | +4.3% | +24.3% | +23.9% |
| 1Y | +37.6% | +1.6% | +36.0% | +33.7% |
| 3Y | +125.5% | +54.3% | +71.2% | +68.0% |
| 5Y | +135.2% | +26.5% | +108.7% | +84.7% |
| All | +135.2% | +25.4% | +109.8% | +84.7% |
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