+2,072.9%
VGT vs AA
-35.3%
+2,108.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -9.5% | -0.6% | -8.9% | -9.4% |
| 3M | -9.5% | -19.7% | +10.2% | -4.8% |
| 6M | -1.8% | -41.6% | +39.8% | +10.8% |
| YTD | +18.4% | -24.6% | +43.0% | +23.7% |
| 1Y | +18.7% | +4.9% | +13.9% | +13.9% |
| 3Y | +103.8% | +66.8% | +37.0% | +65.2% |
| 5Y | +104.4% | -19.4% | +123.8% | +84.8% |
| 10Y | +716.9% | +43.1% | +673.8% | +418.9% |
| All | +2,072.9% | -35.3% | +2,108.2% | +1,251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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