+111.5%
VGT vs ALL
+158.6%
-47.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -1.6% | -2.6% | +1.0% | -1.4% |
| 30D | -10.1% | +12.7% | -22.8% | -11.1% |
| 3M | -5.3% | +0.4% | -5.7% | -5.3% |
| 6M | +0.2% | +23.8% | -23.6% | -3.0% |
| YTD | +21.1% | +27.8% | -6.7% | +16.2% |
| 1Y | +18.2% | +28.9% | -10.7% | +13.2% |
| 3Y | +107.4% | +113.9% | -6.4% | +74.5% |
| 5Y | +111.5% | +157.4% | -45.8% | +72.0% |
| All | +111.5% | +158.6% | -47.1% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling