+467.9%
EWZ vs VGT
+2,283.9%
-1,816.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +6.5% | +1.0% | +5.5% | +5.5% |
| 30D | +4.8% | +1.3% | +3.6% | +3.3% |
| 3M | +9.9% | -1.1% | +11.0% | +9.3% |
| 6M | +1.9% | +32.6% | -30.7% | -23.6% |
| YTD | +20.3% | +29.0% | -8.7% | -7.8% |
| 1Y | +35.6% | +39.7% | -4.1% | -4.3% |
| 3Y | +43.4% | +120.9% | -77.5% | -40.1% |
| 5Y | +55.9% | +133.6% | -77.6% | -44.3% |
| 10Y | +84.2% | +792.6% | -708.4% | -87.6% |
| All | +467.9% | +2,283.9% | -1,816.0% | -88.5% |
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