+1,862.5%
VGT vs CAPR
-99.1%
+1,961.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.9% | +8.6% | -1.2% |
| 7D | -4.1% | +7.6% | -11.8% | -4.2% |
| 30D | -13.6% | +13.3% | -26.9% | -13.8% |
| 3M | -8.0% | +130.4% | -138.4% | -9.1% |
| 6M | -1.5% | -70.8% | +69.3% | -1.0% |
| YTD | +17.7% | -69.3% | +87.0% | +18.1% |
| 1Y | +13.8% | +59.5% | -45.7% | +9.1% |
| 3Y | +101.6% | +216.8% | -115.2% | +88.4% |
| 5Y | +106.7% | +152.7% | -46.0% | +92.3% |
| 10Y | +717.0% | -68.2% | +785.2% | +638.8% |
| All | +1,862.5% | -99.1% | +1,961.6% | +1,624.8% |
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