+2,267.4%
VGT vs D
+419.9%
+1,847.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.0% | +1.5% | -0.5% | +0.4% |
| 30D | +1.3% | -2.6% | +3.9% | +2.3% |
| 3M | -1.1% | 0.0% | -1.2% | -1.4% |
| 6M | +32.6% | +7.4% | +25.3% | +27.9% |
| YTD | +29.0% | +15.9% | +13.1% | +20.4% |
| 1Y | +39.7% | +18.1% | +21.6% | +28.8% |
| 3Y | +120.9% | +58.4% | +62.5% | +73.2% |
| 5Y | +133.6% | +5.2% | +128.4% | +117.5% |
| 10Y | +792.6% | +35.9% | +756.7% | +592.2% |
| All | +2,267.4% | +419.9% | +1,847.5% | +800.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling