+122.1%
F vs VGT
+2,283.9%
-2,161.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.2% |
| 7D | +5.3% | +1.0% | +4.3% | +4.4% |
| 30D | +4.6% | +1.3% | +3.3% | +3.3% |
| 3M | -3.7% | -1.1% | -2.5% | -4.1% |
| 6M | +16.8% | +32.6% | -15.8% | -10.3% |
| YTD | +15.3% | +29.0% | -13.7% | -9.7% |
| 1Y | +31.0% | +39.7% | -8.7% | -5.1% |
| 3Y | +45.4% | +120.9% | -75.5% | -34.4% |
| 5Y | +54.7% | +133.6% | -78.9% | -34.4% |
| 10Y | +98.2% | +792.6% | -694.3% | -80.9% |
| All | +122.1% | +2,283.9% | -2,161.8% | -92.6% |
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