+538.3%
T vs VGT
+2,283.9%
-1,745.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | +11.4% | +1.3% | +10.1% | +10.6% |
| 3M | +14.3% | -1.1% | +15.4% | +13.7% |
| 6M | -9.3% | +32.6% | -41.9% | -20.6% |
| YTD | +7.1% | +29.0% | -21.9% | -5.5% |
| 1Y | -9.1% | +39.7% | -48.8% | -23.0% |
| 3Y | +105.3% | +120.9% | -15.6% | +34.2% |
| 5Y | +66.8% | +133.6% | -66.7% | +2.0% |
| 10Y | +66.8% | +792.6% | -725.8% | -55.9% |
| All | +538.3% | +2,283.9% | -1,745.6% | -16.3% |
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