+50.4%
IEFA vs VGT
+136.3%
-85.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +3.4% | +4.4% | -1.0% | +1.0% |
| 6M | +9.5% | +32.1% | -22.6% | -4.3% |
| YTD | +13.0% | +28.8% | -15.7% | -0.2% |
| 1Y | +18.0% | +35.3% | -17.3% | +1.6% |
| 3Y | +65.4% | +124.8% | -59.4% | +8.5% |
| All | +50.4% | +136.3% | -85.9% | -7.8% |
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