+1,136.8%
VGT vs AR
-30.5%
+1,167.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.4% |
| 7D | -4.1% | -5.8% | +1.6% | -3.6% |
| 30D | -13.6% | +4.8% | -18.5% | -14.1% |
| 3M | -8.0% | +1.5% | -9.5% | -8.3% |
| 6M | -1.5% | +4.7% | -6.2% | -2.3% |
| YTD | +17.7% | +9.2% | +8.5% | +15.8% |
| 1Y | +13.8% | +11.2% | +2.6% | +11.6% |
| 3Y | +101.6% | +46.2% | +55.3% | +91.1% |
| 5Y | +106.7% | +98.1% | +8.6% | +88.2% |
| 10Y | +717.0% | +54.5% | +662.5% | +610.4% |
| All | +1,136.8% | -30.5% | +1,167.3% | +1,045.2% |
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