+2,067.0%
VGT vs AG
+445.6%
+1,621.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | +1.3% | +19.2% | -17.9% | -0.5% |
| 3M | -1.1% | +6.2% | -7.3% | -2.0% |
| 6M | +32.6% | -26.7% | +59.3% | +35.2% |
| YTD | +29.0% | +26.1% | +2.9% | +24.6% |
| 1Y | +39.7% | +131.7% | -92.0% | +27.1% |
| 3Y | +120.9% | +255.3% | -134.4% | +88.4% |
| 5Y | +133.6% | +61.9% | +71.6% | +108.0% |
| 10Y | +792.6% | +72.0% | +720.5% | +639.6% |
| All | +2,067.0% | +445.6% | +1,621.3% | +1,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling