+379.1%
V vs VGT
+820.0%
-440.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | -1.2% | -0.2% | -1.1% | -1.1% |
| 30D | +3.1% | -0.4% | +3.5% | +3.2% |
| 3M | +16.3% | +4.4% | +11.9% | +11.7% |
| 6M | +20.4% | +32.1% | -11.7% | -2.5% |
| YTD | +6.3% | +28.8% | -22.5% | -12.8% |
| 1Y | +8.7% | +35.3% | -26.6% | -14.5% |
| 3Y | +53.3% | +124.8% | -71.5% | -21.3% |
| 5Y | +71.1% | +137.9% | -66.9% | -18.5% |
| All | +379.1% | +820.0% | -440.9% | -36.3% |
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