+91.7%
F vs VGT
+798.9%
-707.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.1% | -4.1% |
| 7D | +1.2% | +1.8% | -0.7% | 0.0% |
| 30D | +1.2% | -0.3% | +1.6% | +1.4% |
| 3M | -5.7% | +3.4% | -9.0% | -8.4% |
| 6M | +17.9% | +35.0% | -17.0% | -4.4% |
| YTD | +10.4% | +28.8% | -18.4% | -7.9% |
| 1Y | +25.3% | +38.0% | -12.6% | -0.7% |
| 3Y | +37.5% | +125.8% | -88.3% | -25.8% |
| 5Y | +46.5% | +134.7% | -88.2% | -23.9% |
| All | +91.7% | +798.9% | -707.2% | -58.5% |
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 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