-79.1%
FIG vs VGT
+38.2%
-117.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -16.3% | +1.0% | -17.3% | -16.8% |
| 30D | -14.3% | +1.3% | -15.6% | -15.0% |
| 3M | +7.2% | -1.1% | +8.3% | +8.6% |
| 6M | -18.6% | +32.6% | -51.2% | -40.7% |
| YTD | -35.5% | +29.0% | -64.4% | -50.8% |
| 1Y | -55.8% | +39.7% | -95.5% | -65.4% |
| All | -79.1% | +38.2% | -117.3% | -83.5% |
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