+55.2%
HYG vs VGT
+820.0%
-764.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.2% | +4.4% | -4.6% | -1.4% |
| 6M | +1.4% | +32.1% | -30.6% | -5.3% |
| YTD | +1.5% | +28.8% | -27.3% | -4.8% |
| 1Y | +2.9% | +35.3% | -32.5% | -4.8% |
| 3Y | +25.6% | +124.8% | -99.1% | +1.0% |
| 5Y | +18.6% | +137.9% | -119.4% | -7.7% |
| All | +55.2% | +820.0% | -764.8% | -17.0% |
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