+105.2%
VGT vs COMP
+353.8%
-248.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.4% | +0.2% |
| 7D | -7.2% | +13.4% | -20.7% | -8.6% |
| 30D | -16.1% | +11.1% | -27.2% | -17.3% |
| 3M | -9.2% | -18.8% | +9.7% | -7.4% |
| 6M | -0.7% | +10.5% | -11.2% | -2.7% |
| YTD | +15.6% | -3.4% | +19.0% | +13.6% |
| 1Y | +14.4% | +19.7% | -5.3% | +9.9% |
| 3Y | +105.2% | +381.6% | -276.4% | +72.1% |
| All | +105.2% | +353.8% | -248.6% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling