+77.7%
VUG vs ECL
+78.2%
-0.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -11.1% | +8.1% | -19.2% | -13.1% |
| 3M | -7.2% | +6.4% | -13.6% | -9.0% |
| 6M | -4.1% | +14.8% | -18.9% | -8.5% |
| YTD | +1.4% | +15.5% | -14.1% | -3.9% |
| 1Y | +1.9% | +20.1% | -18.2% | -4.9% |
| 3Y | +77.7% | +77.8% | 0.0% | +47.2% |
| All | +77.7% | +78.2% | -0.4% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling