+227.5%
LOW vs VGT
+820.0%
-592.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.6% |
| 7D | -3.7% | -0.2% | -3.6% | -3.6% |
| 30D | -8.9% | -0.4% | -8.4% | -8.8% |
| 3M | -10.4% | +4.4% | -14.8% | -13.6% |
| 6M | -19.4% | +32.1% | -51.5% | -33.6% |
| YTD | -17.1% | +28.8% | -45.9% | -31.0% |
| 1Y | -26.3% | +35.3% | -61.6% | -41.0% |
| 3Y | -9.9% | +124.8% | -134.6% | -51.5% |
| 5Y | +6.1% | +137.9% | -131.8% | -46.7% |
| All | +227.5% | +820.0% | -592.5% | -33.8% |
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 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