-53.2%
C vs VGT
+2,283.9%
-2,337.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.7% |
| 7D | +3.6% | +1.0% | +2.6% | +2.5% |
| 30D | +0.1% | +1.3% | -1.2% | -1.6% |
| 3M | +2.4% | -1.1% | +3.6% | +2.0% |
| 6M | +24.9% | +32.6% | -7.7% | -10.5% |
| YTD | +19.8% | +29.0% | -9.2% | -11.5% |
| 1Y | +44.9% | +39.7% | +5.2% | -2.9% |
| 3Y | +263.0% | +120.9% | +142.1% | +37.4% |
| 5Y | +129.5% | +133.6% | -4.0% | -25.5% |
| 10Y | +291.6% | +792.6% | -501.0% | -81.8% |
| All | -53.2% | +2,283.9% | -2,337.1% | -99.4% |
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