+812.9%
VGT vs AR
+43.0%
+769.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.6% |
| 30D | +0.5% | +5.5% | -5.0% | 0.0% |
| 3M | +5.3% | +12.9% | -7.6% | +3.8% |
| 6M | +32.4% | +0.1% | +32.4% | +31.9% |
| YTD | +28.6% | +13.5% | +15.1% | +26.2% |
| 1Y | +37.6% | +21.6% | +16.1% | +33.9% |
| 3Y | +125.5% | +46.0% | +79.5% | +113.8% |
| 5Y | +135.2% | +143.7% | -8.5% | +111.2% |
| 10Y | +812.9% | +44.3% | +768.6% | +743.4% |
| All | +812.9% | +43.0% | +769.9% | +743.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling