+67.6%
EWZ vs VGT
+133.4%
-65.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +5.6% | +1.8% | +3.7% | +4.9% |
| 30D | +9.3% | -0.3% | +9.6% | +9.3% |
| 3M | +15.7% | +3.4% | +12.3% | +13.9% |
| 6M | +7.4% | +35.0% | -27.5% | -4.6% |
| YTD | +22.7% | +28.8% | -6.1% | +10.8% |
| 1Y | +36.4% | +38.0% | -1.6% | +19.9% |
| 3Y | +50.4% | +125.8% | -75.4% | +9.2% |
| 5Y | +67.6% | +134.7% | -67.1% | +18.3% |
| All | +67.6% | +133.4% | -65.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling