+66.5%
EWZ vs VGT
+716.3%
-649.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.4% |
| 7D | +0.8% | +2.5% | -1.7% | -0.8% |
| 30D | -24.4% | -9.5% | -14.9% | -20.1% |
| 3M | -4.6% | -9.5% | +4.9% | +0.6% |
| 6M | -11.6% | -1.8% | -9.8% | -12.3% |
| YTD | +2.4% | +18.4% | -16.0% | -10.2% |
| 1Y | +2.1% | +18.7% | -16.7% | -10.8% |
| 3Y | +18.7% | +103.8% | -85.1% | -30.8% |
| 5Y | +54.2% | +104.4% | -50.2% | -13.1% |
| All | +66.5% | +716.3% | -649.8% | -75.6% |
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