+22.3%
DIS vs VGT
+797.7%
-775.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | +1.5% | -5.0% | -4.4% |
| 30D | +1.0% | +0.5% | +0.4% | +0.4% |
| 3M | +5.7% | +5.3% | +0.4% | +1.3% |
| 6M | +3.3% | +32.4% | -29.2% | -14.8% |
| YTD | -7.7% | +28.6% | -36.3% | -22.7% |
| 1Y | -10.0% | +37.6% | -47.6% | -28.2% |
| 3Y | +31.7% | +125.5% | -93.8% | -26.4% |
| 5Y | -42.2% | +135.2% | -177.4% | -69.2% |
| 10Y | +22.3% | +812.9% | -790.5% | -69.5% |
| All | +22.3% | +797.7% | -775.4% | -69.5% |
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 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