+192.5%
JNJ vs VGT
+820.0%
-627.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +2.3% | -0.4% | +2.7% | +2.3% |
| 3M | +12.0% | +4.4% | +7.6% | +10.6% |
| 6M | +10.5% | +32.1% | -21.6% | +3.4% |
| YTD | +30.4% | +28.8% | +1.6% | +22.5% |
| 1Y | +52.1% | +35.3% | +16.8% | +41.0% |
| 3Y | +77.8% | +124.8% | -47.0% | +39.6% |
| 5Y | +82.9% | +137.9% | -55.0% | +37.6% |
| All | +192.5% | +820.0% | -627.5% | +24.7% |
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