+303.5%
EWY vs VGT
+820.0%
-516.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.3% |
| 7D | -0.1% | -0.2% | +0.1% | +0.1% |
| 30D | +7.3% | -0.4% | +7.7% | +7.8% |
| 3M | -5.1% | +4.4% | -9.6% | -6.8% |
| 6M | +42.1% | +32.1% | +10.0% | +20.8% |
| YTD | +94.1% | +28.8% | +65.3% | +68.0% |
| 1Y | +147.8% | +35.3% | +112.5% | +107.8% |
| 3Y | +222.9% | +124.8% | +98.2% | +88.8% |
| 5Y | +150.6% | +137.9% | +12.7% | +37.6% |
| All | +303.5% | +820.0% | -516.6% | -23.3% |
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