+1,646.5%
QLD vs VGT
+788.0%
+858.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.2% |
| 7D | +3.0% | +1.8% | +1.1% | -0.3% |
| 30D | -1.8% | -0.3% | -1.5% | -1.4% |
| 3M | -1.8% | +3.4% | -5.2% | -6.7% |
| 6M | +36.9% | +35.0% | +1.9% | -18.8% |
| YTD | +28.7% | +28.8% | -0.1% | -17.0% |
| 1Y | +41.9% | +38.0% | +3.9% | -18.9% |
| 3Y | +184.2% | +125.8% | +58.4% | -29.8% |
| 5Y | +122.1% | +134.7% | -12.6% | -42.1% |
| 10Y | +1,646.5% | +792.6% | +853.9% | -50.7% |
| All | +1,646.5% | +788.0% | +858.5% | -50.7% |
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