+1,090.3%
VGT vs ALLE
+339.1%
+751.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -12.5% | +26.6% | -39.1% | -22.1% |
| 3M | -7.7% | +13.2% | -20.9% | -13.5% |
| 6M | -0.2% | +42.9% | -43.1% | -17.2% |
| YTD | +19.3% | +21.0% | -1.8% | +6.3% |
| 1Y | +18.2% | +15.2% | +3.0% | +7.8% |
| 3Y | +109.6% | +95.6% | +14.0% | +42.0% |
| 5Y | +105.5% | +53.4% | +52.1% | +55.3% |
| 10Y | +716.4% | +221.5% | +494.9% | +316.5% |
| All | +1,090.3% | +339.1% | +751.2% | +441.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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