+125.8%
VGT vs CAPR
+42.0%
+83.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +1.8% | -9.5% | +11.3% | +1.9% |
| 30D | -0.3% | +121.5% | -121.8% | -0.9% |
| 3M | +3.4% | -65.4% | +68.7% | +3.7% |
| 6M | +35.0% | -67.5% | +102.5% | +35.4% |
| YTD | +28.8% | -68.6% | +97.4% | +29.2% |
| 1Y | +38.0% | +42.7% | -4.7% | +35.3% |
| 3Y | +125.8% | +43.4% | +82.4% | +112.7% |
| All | +125.8% | +42.0% | +83.8% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling