-35.7%
U vs VGT
+232.6%
-268.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +2.5% |
| 7D | +5.5% | -0.2% | +5.7% | +5.8% |
| 30D | -1.3% | -0.4% | -0.8% | -1.2% |
| 3M | +64.6% | +4.4% | +60.2% | +49.8% |
| 6M | +119.4% | +32.1% | +87.3% | +31.2% |
| YTD | -0.5% | +28.8% | -29.3% | -36.8% |
| 1Y | +1.3% | +35.3% | -34.1% | -40.4% |
| 3Y | +15.6% | +124.8% | -109.1% | -74.1% |
| 5Y | -67.5% | +137.9% | -205.4% | -92.5% |
| All | -35.7% | +232.6% | -268.3% | -91.4% |
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