+2,072.9%
VGT vs A
+721.5%
+1,351.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +2.5% | -0.5% | +2.9% | +2.7% |
| 30D | -9.5% | 0.0% | -9.5% | -9.4% |
| 3M | -9.5% | +16.7% | -26.2% | -16.1% |
| 6M | -1.8% | +54.8% | -56.6% | -21.4% |
| YTD | +18.4% | +28.8% | -10.4% | +2.8% |
| 1Y | +18.7% | +19.3% | -0.6% | +6.8% |
| 3Y | +103.8% | +65.5% | +38.3% | +51.2% |
| 5Y | +104.4% | +12.1% | +92.3% | +80.5% |
| 10Y | +716.9% | +305.4% | +411.5% | +291.0% |
| All | +2,072.9% | +721.5% | +1,351.5% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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