+86.5%
F vs VGT
+2,075.1%
-1,988.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -0.8% |
| 7D | -0.2% | -4.1% | +3.9% | +3.0% |
| 30D | +0.9% | -13.6% | +14.5% | +13.2% |
| 3M | -11.3% | -8.0% | -3.4% | -6.1% |
| 6M | +2.0% | -1.5% | +3.5% | +0.6% |
| YTD | -3.2% | +17.7% | -20.9% | -19.0% |
| 1Y | -3.5% | +13.8% | -17.3% | -17.0% |
| 3Y | +48.1% | +101.6% | -53.5% | -28.4% |
| 5Y | -13.5% | +106.7% | -120.2% | -59.6% |
| 10Y | +72.2% | +717.0% | -644.8% | -82.3% |
| All | +86.5% | +2,075.1% | -1,988.6% | -93.4% |
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