+146.0%
QLD vs VGT
+103.6%
+42.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | +0.2% |
| 7D | +7.0% | +2.5% | +4.5% | +3.1% |
| 30D | -14.3% | -9.5% | -4.8% | +1.3% |
| 3M | -16.0% | -9.5% | -6.5% | -0.5% |
| 6M | -14.2% | -1.8% | -12.5% | -10.0% |
| YTD | +12.8% | +18.4% | -5.6% | -11.8% |
| 1Y | +14.1% | +18.7% | -4.7% | -11.1% |
| 3Y | +146.0% | +103.8% | +42.2% | -17.7% |
| All | +146.0% | +103.6% | +42.4% | -17.7% |
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 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