+1,336.3%
VGT vs ALM
+7,705.7%
-6,369.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +1.0% | -2.6% | +3.6% | +1.0% |
| 30D | +1.3% | +32.0% | -30.7% | +1.2% |
| 3M | -1.1% | -15.0% | +13.9% | -1.1% |
| 6M | +32.6% | -10.1% | +42.8% | +32.6% |
| YTD | +29.0% | +99.4% | -70.4% | +28.7% |
| 1Y | +39.7% | +316.4% | -276.7% | +39.2% |
| 3Y | +120.9% | +2,022.0% | -1,901.1% | +119.3% |
| 5Y | +133.6% | +941.2% | -807.6% | +132.0% |
| 10Y | +792.6% | +2,950.3% | -2,157.8% | +784.7% |
| All | +1,336.3% | +7,705.7% | -6,369.4% | +1,317.8% |
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