+81.3%
USB vs VGT
+716.3%
-634.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.8% |
| 7D | +2.6% | +2.5% | +0.1% | +1.2% |
| 30D | +8.4% | -9.5% | +17.9% | +13.9% |
| 3M | -5.5% | -9.5% | +4.0% | -1.0% |
| 6M | +17.7% | -1.8% | +19.5% | +16.5% |
| YTD | +17.6% | +18.4% | -0.8% | +3.7% |
| 1Y | +33.9% | +18.7% | +15.1% | +17.8% |
| 3Y | +103.8% | +103.8% | 0.0% | +26.8% |
| 5Y | +25.6% | +104.4% | -78.8% | -23.7% |
| All | +81.3% | +716.3% | -634.9% | -52.0% |
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