+363.5%
SE vs VGT
+507.6%
-144.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +3.0% |
| 7D | -0.5% | +2.5% | -2.9% | -3.5% |
| 30D | -20.9% | -9.5% | -11.4% | -12.4% |
| 3M | -38.9% | -9.5% | -29.4% | -32.7% |
| 6M | -19.4% | -1.8% | -17.6% | -21.3% |
| YTD | -40.9% | +18.4% | -59.3% | -54.2% |
| 1Y | -46.2% | +18.7% | -64.9% | -58.4% |
| 3Y | +63.7% | +103.8% | -40.1% | -38.1% |
| 5Y | -77.9% | +104.4% | -182.3% | -91.1% |
| All | +363.5% | +507.6% | -144.1% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling