+484.0%
V vs VGT
+716.3%
-232.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.3% |
| 7D | +0.9% | +2.5% | -1.5% | -0.7% |
| 30D | +9.0% | -9.5% | +18.5% | +15.1% |
| 3M | +16.7% | -9.5% | +26.2% | +22.8% |
| 6M | +33.4% | -1.8% | +35.2% | +30.9% |
| YTD | +22.4% | +18.4% | +4.0% | +4.9% |
| 1Y | +27.7% | +18.7% | +8.9% | +9.0% |
| 3Y | +78.0% | +103.8% | -25.8% | -3.3% |
| 5Y | +108.5% | +104.4% | +4.2% | +10.5% |
| All | +484.0% | +716.3% | -232.3% | -19.3% |
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