+67.3%
F vs VGT
+716.3%
-648.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.2% |
| 7D | -3.1% | +2.5% | -5.6% | -4.7% |
| 30D | 0.0% | -9.5% | +9.5% | +5.9% |
| 3M | -13.2% | -9.5% | -3.7% | -8.3% |
| 6M | -10.2% | -1.8% | -8.4% | -10.9% |
| YTD | -4.9% | +18.4% | -23.3% | -17.1% |
| 1Y | -6.1% | +18.7% | -24.8% | -18.3% |
| 3Y | +46.0% | +103.8% | -57.8% | -16.4% |
| 5Y | -15.7% | +104.4% | -120.1% | -52.6% |
| All | +67.3% | +716.3% | -648.9% | -59.1% |
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