+728.4%
VGT vs CAPR
-65.7%
+794.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.2% | -1.6% |
| 7D | +2.5% | +5.9% | -3.4% | +2.3% |
| 30D | -9.5% | +44.6% | -54.1% | -10.1% |
| 3M | -9.5% | +126.4% | -135.9% | -11.1% |
| 6M | -1.8% | -68.6% | +66.8% | -1.2% |
| YTD | +18.4% | -67.0% | +85.4% | +18.8% |
| 1Y | +18.7% | +65.2% | -46.4% | +11.7% |
| 3Y | +103.8% | +235.6% | -131.8% | +82.4% |
| 5Y | +104.4% | +175.4% | -71.1% | +81.1% |
| All | +728.4% | -65.7% | +794.1% | +599.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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