+1,114.3%
VGT vs AR
-33.4%
+1,147.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | -7.2% | -14.3% | +7.0% | -5.9% |
| 30D | -16.1% | +1.4% | -17.6% | -16.3% |
| 3M | -9.2% | +3.4% | -12.5% | -9.7% |
| 6M | -0.7% | -2.1% | +1.3% | -0.9% |
| YTD | +15.6% | +4.7% | +10.9% | +14.1% |
| 1Y | +14.4% | +10.6% | +3.8% | +12.2% |
| 3Y | +105.2% | +24.6% | +80.6% | +97.4% |
| 5Y | +100.0% | +71.9% | +28.1% | +84.3% |
| 10Y | +712.1% | +46.4% | +665.7% | +609.9% |
| All | +1,114.3% | -33.4% | +1,147.7% | +1,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling