+1,250.4%
VUG vs ECL
+1,254.5%
-4.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | -2.6% | +2.5% | +1.3% |
| 30D | -0.3% | -2.2% | +1.9% | +0.8% |
| 3M | -0.7% | +10.1% | -10.8% | -6.4% |
| 6M | +14.6% | -5.7% | +20.4% | +17.2% |
| YTD | +9.0% | +7.0% | +2.1% | +3.7% |
| 1Y | +14.9% | +2.7% | +12.2% | +11.2% |
| 3Y | +86.0% | +57.7% | +28.3% | +39.2% |
| 5Y | +76.7% | +31.1% | +45.6% | +44.2% |
| 10Y | +411.3% | +150.9% | +260.4% | +172.8% |
| All | +1,250.4% | +1,254.5% | -4.1% | +184.8% |
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