+789.2%
VGT vs ALM
+2,776.7%
-1,987.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.7% |
| 7D | -1.0% | -7.1% | +6.1% | -0.8% |
| 30D | -0.4% | +24.7% | -25.1% | -1.4% |
| 3M | +6.6% | +8.3% | -1.7% | +6.0% |
| 6M | +31.0% | -22.2% | +53.2% | +31.2% |
| YTD | +27.2% | +88.1% | -60.8% | +24.0% |
| 1Y | +34.5% | +272.4% | -237.9% | +28.2% |
| 3Y | +123.1% | +2,004.1% | -1,881.0% | +101.0% |
| 5Y | +135.1% | +915.8% | -780.7% | +114.0% |
| All | +789.2% | +2,776.7% | -1,987.5% | +675.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling