+96.5%
VGT vs AS
+120.4%
-23.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.5% |
| 7D | +1.0% | -4.9% | +5.9% | +2.1% |
| 30D | +1.3% | -19.6% | +20.9% | +6.2% |
| 3M | -1.1% | -14.4% | +13.2% | +2.0% |
| 6M | +32.6% | -20.1% | +52.8% | +38.3% |
| YTD | +29.0% | -20.9% | +49.9% | +34.5% |
| 1Y | +39.7% | -21.9% | +61.6% | +45.5% |
| All | +96.5% | +120.4% | -23.9% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling