+1,218.3%
VGT vs ALM
+3,551.9%
-2,333.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -1.7% |
| 7D | +2.5% | +1.2% | +1.2% | +2.5% |
| 30D | -9.5% | -19.3% | +9.8% | -9.4% |
| 3M | -9.5% | -40.6% | +31.2% | -9.4% |
| 6M | -1.8% | -57.9% | +56.1% | -1.6% |
| YTD | +18.4% | -6.7% | +25.1% | +18.4% |
| 1Y | +18.7% | +20.2% | -1.4% | +18.7% |
| 3Y | +103.8% | +879.4% | -775.6% | +102.8% |
| 5Y | +104.4% | +415.3% | -310.9% | +103.4% |
| 10Y | +716.9% | +2,100.8% | -1,383.9% | +711.4% |
| All | +1,218.3% | +3,551.9% | -2,333.5% | +1,204.2% |
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