+170.2%
VEA vs VGT
+1,831.0%
-1,660.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +1.5% | -1.2% | -0.7% |
| 30D | +0.4% | +0.5% | -0.1% | 0.0% |
| 3M | +4.8% | +5.3% | -0.4% | +0.6% |
| 6M | +11.3% | +32.4% | -21.2% | -9.6% |
| YTD | +17.4% | +28.6% | -11.2% | -2.8% |
| 1Y | +26.2% | +37.6% | -11.4% | -1.0% |
| 3Y | +77.7% | +125.5% | -47.8% | -6.9% |
| 5Y | +60.9% | +135.2% | -74.3% | -21.5% |
| 10Y | +163.6% | +812.9% | -649.3% | -63.8% |
| All | +170.2% | +1,831.0% | -1,660.8% | -84.2% |
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