+1,381.0%
NET vs VGT
+346.1%
+1,034.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.9% |
| 7D | -16.4% | -6.5% | -9.9% | -8.1% |
| 30D | -25.8% | -10.6% | -15.3% | -13.4% |
| 3M | -11.5% | -3.7% | -7.8% | -6.1% |
| 6M | +18.9% | +10.4% | +8.6% | +2.7% |
| YTD | +35.2% | +23.1% | +12.2% | +0.7% |
| 1Y | +14.5% | +19.9% | -5.4% | -11.5% |
| 3Y | +313.8% | +119.5% | +194.3% | +37.5% |
| 5Y | +32.6% | +113.7% | -81.2% | -49.9% |
| All | +1,381.0% | +346.1% | +1,034.9% | +222.1% |
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