+346.4%
USB vs VGT
+2,007.0%
-1,660.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.3% | +3.3% |
| 7D | -1.5% | -12.4% | +11.0% | +8.3% |
| 30D | +4.3% | -17.5% | +21.8% | +19.4% |
| 3M | -6.1% | -10.5% | +4.4% | +0.8% |
| 6M | +9.4% | +0.5% | +8.9% | +5.7% |
| YTD | +15.2% | +14.0% | +1.2% | +0.2% |
| 1Y | +32.8% | +10.6% | +22.1% | +17.9% |
| 3Y | +91.3% | +103.4% | -12.1% | +1.3% |
| 5Y | +22.7% | +97.4% | -74.7% | -36.2% |
| 10Y | +97.0% | +701.3% | -604.2% | -73.7% |
| All | +346.4% | +2,007.0% | -1,660.6% | -77.7% |
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