+2,072.9%
VGT vs ALL
+934.4%
+1,138.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | +2.5% | +5.0% | -2.6% | +0.6% |
| 30D | -9.5% | +13.3% | -22.8% | -13.8% |
| 3M | -9.5% | +3.2% | -12.7% | -11.1% |
| 6M | -1.8% | +25.3% | -27.1% | -11.3% |
| YTD | +18.4% | +30.5% | -12.1% | +4.6% |
| 1Y | +18.7% | +29.2% | -10.5% | +5.2% |
| 3Y | +103.8% | +119.1% | -15.3% | +42.8% |
| 5Y | +104.4% | +162.6% | -58.3% | +29.2% |
| 10Y | +716.9% | +378.8% | +338.1% | +297.0% |
| All | +2,072.9% | +934.4% | +1,138.6% | +598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling