+1,560.7%
LLY vs VGT
+809.1%
+751.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -3.2% | -1.0% | -2.1% | -2.8% |
| 30D | -7.4% | -0.4% | -7.0% | -7.4% |
| 3M | -1.0% | +6.6% | -7.7% | -4.1% |
| 6M | +12.5% | +31.0% | -18.5% | -0.1% |
| YTD | +5.0% | +27.2% | -22.2% | -5.9% |
| 1Y | +49.8% | +34.5% | +15.3% | +30.8% |
| 3Y | +95.5% | +123.1% | -27.7% | +36.1% |
| 5Y | +390.7% | +135.1% | +255.6% | +226.4% |
| All | +1,560.7% | +809.1% | +751.6% | +461.2% |
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