+134.7%
VGT vs CAPR
+87.6%
+47.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | +1.8% | -9.5% | +11.3% | +1.9% |
| 30D | -0.3% | +121.5% | -121.8% | -1.3% |
| 3M | +3.4% | -65.4% | +68.7% | +3.8% |
| 6M | +35.0% | -67.5% | +102.5% | +35.6% |
| YTD | +28.8% | -68.6% | +97.4% | +29.4% |
| 1Y | +38.0% | +42.7% | -4.7% | +32.8% |
| 3Y | +125.8% | +43.4% | +82.4% | +102.4% |
| 5Y | +134.7% | +86.0% | +48.7% | +92.0% |
| All | +134.7% | +87.6% | +47.2% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling