+1,908.1%
VGT vs CAPR
-99.0%
+2,007.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.7% | +8.2% | -0.5% |
| 7D | +5.6% | +19.1% | -13.4% | +5.4% |
| 30D | -10.6% | +48.8% | -59.4% | -11.1% |
| 3M | -6.9% | +144.4% | -151.3% | -8.2% |
| 6M | +0.9% | -67.5% | +68.5% | +1.3% |
| YTD | +20.4% | -64.5% | +85.0% | +20.6% |
| 1Y | +17.4% | +74.4% | -57.1% | +12.4% |
| 3Y | +106.3% | +265.7% | -159.4% | +92.3% |
| 5Y | +107.9% | +196.0% | -88.1% | +92.9% |
| 10Y | +730.9% | -62.4% | +793.3% | +649.8% |
| All | +1,908.1% | -99.0% | +2,007.1% | +1,661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling