+5.2%
LOW vs VGT
+136.3%
-131.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -8.9% | -0.4% | -8.4% | -8.8% |
| 3M | -10.4% | +4.4% | -14.8% | -12.6% |
| 6M | -19.4% | +32.1% | -51.5% | -30.2% |
| YTD | -17.1% | +28.8% | -45.9% | -27.5% |
| 1Y | -26.3% | +35.3% | -61.6% | -37.5% |
| 3Y | -9.9% | +124.8% | -134.6% | -44.6% |
| All | +5.2% | +136.3% | -131.1% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling