+267.2%
ALAB vs VGT
+76.1%
+191.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.1% |
| 7D | +26.9% | +5.6% | +21.3% | +13.4% |
| 30D | -30.0% | -10.6% | -19.4% | -7.3% |
| 3M | -28.5% | -6.9% | -21.7% | -11.4% |
| 6M | +11.4% | +0.9% | +10.5% | +24.0% |
| YTD | +36.9% | +20.4% | +16.5% | +9.8% |
| 1Y | +44.4% | +17.4% | +27.0% | +23.0% |
| All | +267.2% | +76.1% | +191.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling