-48.5%
TE vs VGT
+299.7%
-348.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.2% |
| 7D | +18.2% | +1.8% | +16.4% | +16.2% |
| 30D | -13.5% | -0.3% | -13.2% | -13.0% |
| 3M | -44.6% | +3.4% | -47.9% | -44.4% |
| 6M | -24.7% | +35.0% | -59.7% | -39.2% |
| YTD | -24.3% | +28.8% | -53.0% | -35.6% |
| 1Y | +155.6% | +38.0% | +117.6% | +108.4% |
| 3Y | -18.3% | +125.8% | -144.0% | -50.1% |
| 5Y | -41.3% | +134.7% | -176.0% | -65.7% |
| All | -48.5% | +299.7% | -348.2% | -70.3% |
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