+96.1%
VGT vs AS
+114.1%
-18.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.5% |
| 7D | +1.8% | -2.6% | +4.4% | +2.4% |
| 30D | -0.3% | -22.1% | +21.8% | +5.3% |
| 3M | +3.4% | -15.3% | +18.7% | +6.8% |
| 6M | +35.0% | -15.6% | +50.5% | +39.1% |
| YTD | +28.8% | -23.2% | +51.9% | +35.1% |
| 1Y | +38.0% | -21.7% | +59.7% | +43.7% |
| All | +96.1% | +114.1% | -18.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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