+18.3%
HYG vs VGT
+136.3%
-118.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 6M | +1.4% | +32.1% | -30.6% | -4.6% |
| YTD | +1.5% | +28.8% | -27.3% | -4.1% |
| 1Y | +2.9% | +35.3% | -32.5% | -4.0% |
| 3Y | +25.6% | +124.8% | -99.1% | +2.2% |
| All | +18.3% | +136.3% | -118.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling