+1,187.6%
VGT vs ALLE
+260.9%
+926.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +1.3% | -6.8% | +8.1% | +4.7% |
| 3M | -1.1% | +21.0% | -22.2% | -10.7% |
| 6M | +32.6% | +1.1% | +31.5% | +30.4% |
| YTD | +29.0% | -0.5% | +29.5% | +26.9% |
| 1Y | +39.7% | -7.3% | +46.9% | +41.9% |
| 3Y | +120.9% | +42.3% | +78.7% | +76.0% |
| 5Y | +133.6% | +13.5% | +120.1% | +105.0% |
| 10Y | +792.6% | +144.0% | +648.5% | +420.6% |
| All | +1,187.6% | +260.9% | +926.7% | +546.9% |
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