+7,956.4%
QLD vs VGT
+2,220.9%
+5,735.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +1.0% |
| 7D | -1.4% | -1.6% | +0.2% | +2.1% |
| 30D | -19.6% | -12.5% | -7.1% | +3.3% |
| 3M | -14.1% | -7.7% | -6.4% | +0.1% |
| 6M | -13.6% | -0.2% | -13.4% | -12.2% |
| YTD | +12.5% | +19.3% | -6.7% | -17.3% |
| 1Y | +13.1% | +18.2% | -5.0% | -15.4% |
| 3Y | +154.7% | +109.6% | +45.1% | -31.2% |
| 5Y | +81.1% | +105.5% | -24.4% | -42.4% |
| 10Y | +1,418.0% | +716.4% | +701.6% | -56.2% |
| All | +7,956.4% | +2,220.9% | +5,735.5% | -51.3% |
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 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