+2,110.3%
VGT vs ECL
+1,380.3%
+730.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | +0.1% |
| 7D | +5.6% | -0.5% | +6.1% | +5.9% |
| 30D | -10.6% | +6.6% | -17.2% | -13.8% |
| 3M | -6.9% | +9.6% | -16.5% | -11.9% |
| 6M | +0.9% | +21.6% | -20.7% | -10.6% |
| YTD | +20.4% | +16.9% | +3.5% | +8.4% |
| 1Y | +17.4% | +17.9% | -0.5% | +4.9% |
| 3Y | +106.3% | +76.5% | +29.8% | +43.4% |
| 5Y | +107.9% | +36.6% | +71.2% | +64.6% |
| 10Y | +730.9% | +193.2% | +537.8% | +302.5% |
| All | +2,110.3% | +1,380.3% | +730.0% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling