+382.2%
EWZ vs VGT
+2,075.1%
-1,692.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.2% |
| 7D | +1.3% | -4.1% | +5.5% | +4.9% |
| 30D | -26.2% | -13.6% | -12.5% | -16.5% |
| 3M | -8.6% | -8.0% | -0.7% | -2.9% |
| 6M | -17.0% | -1.5% | -15.6% | -18.7% |
| YTD | +2.2% | +17.7% | -15.5% | -15.9% |
| 1Y | +2.7% | +13.8% | -11.1% | -13.0% |
| 3Y | +18.2% | +101.6% | -83.4% | -46.9% |
| 5Y | +56.0% | +106.7% | -50.7% | -37.9% |
| 10Y | +60.8% | +717.0% | -656.2% | -88.4% |
| All | +382.2% | +2,075.1% | -1,692.9% | -89.5% |
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 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