+311.3%
ARM vs VGT
+127.3%
+183.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +4.1% |
| 7D | +11.4% | +1.8% | +9.5% | +7.6% |
| 30D | -7.4% | -0.3% | -7.1% | -6.6% |
| 3M | -24.5% | +3.4% | -27.9% | -26.9% |
| 6M | +128.7% | +35.0% | +93.7% | +40.2% |
| YTD | +139.3% | +28.8% | +110.5% | +59.1% |
| 1Y | +88.0% | +38.0% | +50.0% | +9.8% |
| All | +311.3% | +127.3% | +183.9% | +2.6% |
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