-58.3%
C vs VGT
+2,103.8%
-2,162.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | -1.0% |
| 7D | -0.9% | -1.6% | +0.7% | +0.6% |
| 30D | -5.4% | -12.5% | +7.1% | +8.3% |
| 3M | -9.2% | -7.7% | -1.5% | -2.3% |
| 6M | -1.8% | -0.2% | -1.6% | -4.6% |
| YTD | +6.7% | +19.3% | -12.6% | -15.2% |
| 1Y | +23.5% | +18.2% | +5.3% | -1.1% |
| 3Y | +219.8% | +109.6% | +110.1% | +26.8% |
| 5Y | +112.4% | +105.5% | +6.9% | -20.7% |
| 10Y | +220.1% | +716.4% | -496.3% | -83.7% |
| All | -58.3% | +2,103.8% | -2,162.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling