+975.6%
LOW vs VGT
+2,279.6%
-1,304.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.4% | +1.8% | -1.5% | -0.9% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -2.9% | +3.4% | -6.2% | -6.4% |
| 6M | -19.4% | +35.0% | -54.4% | -36.9% |
| YTD | -15.4% | +28.8% | -44.2% | -31.8% |
| 1Y | -24.9% | +38.0% | -62.9% | -43.1% |
| 3Y | -7.8% | +125.8% | -133.6% | -54.7% |
| 5Y | +8.4% | +134.7% | -126.3% | -50.0% |
| 10Y | +226.8% | +792.6% | -565.8% | -52.2% |
| All | +975.6% | +2,279.6% | -1,304.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling