+57.3%
LLY vs VGT
+18.8%
+38.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +10.1% | -6.5% | +16.6% | +9.0% |
| 30D | +24.0% | -10.6% | +34.6% | +22.4% |
| 3M | +27.3% | -3.7% | +31.0% | +26.5% |
| 6M | +47.0% | +10.4% | +36.6% | +44.1% |
| YTD | +32.6% | +23.1% | +9.5% | +25.3% |
| 1Y | +57.3% | +19.9% | +37.5% | +48.8% |
| All | +57.3% | +18.8% | +38.6% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling