+735.5%
VGT vs D
+47.5%
+688.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.0% |
| 30D | -10.1% | +9.0% | -19.1% | -12.1% |
| 3M | -5.3% | +1.0% | -6.2% | -5.7% |
| 6M | +0.2% | +11.0% | -10.8% | -3.0% |
| YTD | +21.1% | +19.8% | +1.3% | +14.5% |
| 1Y | +18.2% | +16.0% | +2.2% | +12.5% |
| 3Y | +107.4% | +74.4% | +33.1% | +69.5% |
| 5Y | +111.5% | +13.5% | +98.0% | +100.2% |
| 10Y | +735.5% | +48.4% | +687.2% | +633.7% |
| All | +735.5% | +47.5% | +688.1% | +633.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling