+135.2%
VGT vs ALM
+958.0%
-822.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +1.5% | +3.6% | -2.1% | +1.2% |
| 30D | +0.5% | +33.8% | -33.3% | -1.3% |
| 3M | +5.3% | +14.8% | -9.5% | +3.9% |
| 6M | +32.4% | -7.0% | +39.4% | +31.4% |
| YTD | +28.6% | +108.1% | -79.5% | +23.3% |
| 1Y | +37.6% | +313.8% | -276.1% | +27.9% |
| 3Y | +125.5% | +2,227.6% | -2,102.1% | +93.7% |
| 5Y | +135.2% | +956.6% | -821.4% | +107.1% |
| All | +135.2% | +958.0% | -822.8% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling