+184.2%
QLD vs VGT
+126.0%
+58.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +3.0% | +1.8% | +1.1% | 0.0% |
| 30D | -1.8% | -0.3% | -1.5% | -1.3% |
| 3M | -1.8% | +3.4% | -5.2% | -6.0% |
| 6M | +36.9% | +35.0% | +1.9% | -14.5% |
| YTD | +28.7% | +28.8% | -0.1% | -13.2% |
| 1Y | +41.9% | +38.0% | +3.9% | -14.2% |
| 3Y | +184.2% | +125.8% | +58.4% | -23.2% |
| All | +184.2% | +126.0% | +58.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling