+145.8%
VGT vs COMP
-52.0%
+197.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.4% | -0.1% |
| 7D | -7.2% | +13.4% | -20.7% | -8.8% |
| 30D | -16.1% | +11.1% | -27.2% | -17.5% |
| 3M | -9.2% | -18.8% | +9.7% | -7.1% |
| 6M | -0.7% | +10.5% | -11.2% | -3.2% |
| YTD | +15.6% | -3.4% | +19.0% | +13.3% |
| 1Y | +14.4% | +19.7% | -5.3% | +8.9% |
| 3Y | +105.2% | +381.6% | -276.4% | +52.4% |
| 5Y | +100.0% | -17.6% | +117.6% | +72.9% |
| All | +145.8% | -52.0% | +197.8% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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