+107.3%
VGT vs ALM
+836.8%
-729.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | 0.0% |
| 7D | +5.6% | -4.0% | +9.7% | +5.9% |
| 30D | -10.6% | -30.5% | +19.9% | -8.2% |
| 3M | -6.9% | -46.9% | +40.0% | -2.9% |
| 6M | +0.9% | -65.5% | +66.4% | +7.3% |
| YTD | +20.4% | -13.4% | +33.8% | +21.9% |
| 1Y | +17.4% | +9.8% | +7.6% | +17.4% |
| All | +107.3% | +836.8% | -729.5% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling