+5.2%
VUG vs ECL
+23.8%
-18.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.8% | +1.2% |
| 7D | -3.0% | +7.7% | -10.7% | -3.7% |
| 30D | -6.4% | +13.7% | -20.1% | -7.7% |
| 3M | -3.2% | +11.6% | -14.8% | -4.4% |
| 6M | +3.1% | +23.9% | -20.8% | -0.2% |
| YTD | +6.3% | +21.0% | -14.7% | +2.7% |
| 1Y | +5.2% | +23.1% | -17.9% | +1.0% |
| All | +5.2% | +23.8% | -18.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling