+1,248.4%
VGT vs ALM
+3,525.2%
-2,276.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.9% |
| 7D | -1.6% | -7.2% | +5.6% | -1.6% |
| 30D | -10.1% | -26.4% | +16.2% | -10.0% |
| 3M | -5.3% | -38.6% | +33.3% | -5.1% |
| 6M | +0.2% | -61.0% | +61.2% | +0.5% |
| YTD | +21.1% | -7.4% | +28.5% | +21.1% |
| 1Y | +18.2% | +14.0% | +4.2% | +18.1% |
| 3Y | +107.4% | +844.4% | -737.0% | +106.4% |
| 5Y | +111.5% | +410.8% | -299.3% | +110.6% |
| 10Y | +735.5% | +2,084.7% | -1,349.2% | +730.0% |
| All | +1,248.4% | +3,525.2% | -2,276.8% | +1,234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling