+1,889.0%
VGT vs AG
+255.2%
+1,633.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | +2.5% | -10.0% | +12.4% | +3.4% |
| 30D | -9.5% | -10.5% | +1.0% | -8.6% |
| 3M | -9.5% | -27.3% | +17.8% | -7.1% |
| 6M | -1.8% | -43.0% | +41.2% | +2.7% |
| YTD | +18.4% | -17.9% | +36.3% | +18.7% |
| 1Y | +18.7% | +11.9% | +6.8% | +15.6% |
| 3Y | +103.8% | +201.8% | -98.0% | +77.0% |
| 5Y | +104.4% | -0.1% | +104.4% | +90.0% |
| 10Y | +716.9% | +72.7% | +644.2% | +580.1% |
| All | +1,889.0% | +255.2% | +1,633.8% | +1,030.0% |
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 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