+108.7%
USB vs VGT
+790.8%
-682.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | +1.0% | +0.4% | +0.9% |
| 30D | -1.3% | +1.3% | -2.6% | -2.1% |
| 3M | +15.2% | -1.1% | +16.4% | +14.8% |
| 6M | +18.8% | +32.6% | -13.8% | -0.6% |
| YTD | +21.0% | +29.0% | -8.0% | +2.6% |
| 1Y | +34.0% | +39.7% | -5.7% | +8.0% |
| 3Y | +95.3% | +120.9% | -25.6% | +17.2% |
| 5Y | +40.4% | +133.6% | -93.2% | -20.7% |
| All | +108.7% | +790.8% | -682.1% | -47.1% |
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