+2,192.3%
QQQ vs VGT
+2,276.4%
-84.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.0% | +1.5% | -0.5% | -0.3% |
| 30D | -0.6% | +0.5% | -1.2% | -1.2% |
| 3M | +1.3% | +5.3% | -3.9% | -3.6% |
| 6M | +18.1% | +32.4% | -14.3% | -9.2% |
| YTD | +16.9% | +28.6% | -11.7% | -7.9% |
| 1Y | +24.0% | +37.6% | -13.7% | -8.5% |
| 3Y | +95.6% | +125.5% | -29.9% | -9.9% |
| 5Y | +94.5% | +135.2% | -40.7% | -14.3% |
| 10Y | +571.7% | +812.9% | -241.2% | -18.3% |
| All | +2,192.3% | +2,276.4% | -84.1% | +13.5% |
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