+9,127.5%
QLD vs VGT
+2,410.5%
+6,716.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.3% |
| 7D | +0.6% | +1.0% | -0.4% | -1.2% |
| 30D | -0.1% | +1.3% | -1.4% | -2.6% |
| 3M | -8.4% | -1.1% | -7.2% | -5.7% |
| 6M | +32.2% | +32.6% | -0.4% | -20.6% |
| YTD | +28.9% | +29.0% | -0.1% | -18.6% |
| 1Y | +43.8% | +39.7% | +4.1% | -21.4% |
| 3Y | +176.6% | +120.9% | +55.7% | -32.3% |
| 5Y | +121.6% | +133.6% | -12.0% | -44.6% |
| 10Y | +1,652.9% | +792.6% | +860.4% | -57.3% |
| All | +9,127.5% | +2,410.5% | +6,716.9% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling