+1,190.7%
VUG vs ECL
+1,391.6%
-201.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.7% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | -8.2% | +8.8% | -17.0% | -12.4% |
| 3M | -5.4% | +7.8% | -13.3% | -9.6% |
| 6M | -2.5% | +21.3% | -23.9% | -13.2% |
| YTD | +4.2% | +17.8% | -13.6% | -6.2% |
| 1Y | +5.0% | +21.1% | -16.0% | -7.0% |
| 3Y | +81.7% | +80.1% | +1.7% | +26.4% |
| 5Y | +62.5% | +40.5% | +22.0% | +27.7% |
| 10Y | +396.3% | +197.7% | +198.6% | +140.0% |
| All | +1,190.7% | +1,391.6% | -201.0% | +157.7% |
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 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