+179.3%
KO vs VGT
+820.0%
-640.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +1.8% | -0.4% | +2.3% | +1.9% |
| 3M | +7.7% | +4.4% | +3.2% | +6.2% |
| 6M | +15.3% | +32.1% | -16.8% | +6.8% |
| YTD | +28.0% | +28.8% | -0.8% | +19.1% |
| 1Y | +34.3% | +35.3% | -1.1% | +22.9% |
| 3Y | +63.8% | +124.8% | -61.0% | +24.4% |
| 5Y | +84.1% | +137.9% | -53.8% | +33.6% |
| All | +179.3% | +820.0% | -640.7% | +15.3% |
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