+1,553.3%
QLD vs VGT
+734.9%
+818.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | +2.2% |
| 30D | -15.7% | -10.1% | -5.6% | +2.5% |
| 3M | -10.0% | -5.3% | -4.8% | -0.3% |
| 6M | -11.2% | +0.2% | -11.5% | -10.2% |
| YTD | +16.4% | +21.1% | -4.7% | -15.6% |
| 1Y | +12.7% | +18.2% | -5.5% | -14.5% |
| 3Y | +152.3% | +107.4% | +44.9% | -27.2% |
| 5Y | +91.8% | +111.5% | -19.8% | -39.4% |
| All | +1,553.3% | +734.9% | +818.3% | -45.3% |
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