+800.0%
VGT vs AG
+68.4%
+731.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | -0.2% | -6.7% | +6.6% | +0.5% |
| 30D | -0.4% | +2.2% | -2.6% | -0.8% |
| 3M | +4.4% | +15.7% | -11.3% | +2.6% |
| 6M | +32.1% | -23.8% | +55.9% | +34.2% |
| YTD | +28.8% | +17.6% | +11.1% | +25.0% |
| 1Y | +35.3% | +88.6% | -53.3% | +25.2% |
| 3Y | +124.8% | +253.4% | -128.7% | +91.6% |
| 5Y | +137.9% | +62.4% | +75.5% | +110.6% |
| All | +800.0% | +68.4% | +731.6% | +683.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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