In many cases a very early pregnancy ends before you miss a period, and before you are aware that you are pregnant.

http://www.patient.co.uk/health/miscarriage-and-bleeding-in-early-pregnancy

How common is miscarriage?

Early pregnancy loss accounts for over 50,000 admissions in the UK each year. About 1 in 7 recognised pregnancies end in miscarriage. Far more pregnancies than this do not make it - as many as half. This is because in many cases a very early pregnancy ends before you miss a period, and before you are aware that you are pregnant.