+1,802.9%
TER vs VGT
+809.1%
+993.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.1% |
| 7D | +9.4% | -1.0% | +10.4% | +10.9% |
| 30D | -2.4% | -0.4% | -2.0% | -1.5% |
| 3M | +6.5% | +6.6% | -0.1% | +1.6% |
| 6M | +23.2% | +31.0% | -7.9% | -8.3% |
| YTD | +91.5% | +27.2% | +64.2% | +48.9% |
| 1Y | +214.8% | +34.5% | +180.4% | +131.8% |
| 3Y | +275.3% | +123.1% | +152.2% | +54.0% |
| 5Y | +211.9% | +135.1% | +76.8% | +23.2% |
| All | +1,802.9% | +809.1% | +993.8% | +62.0% |
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