+789.2%
VGT vs EAT
+379.9%
+409.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.0% | -6.2% | +5.2% | 0.0% |
| 30D | -0.4% | -3.0% | +2.6% | -0.2% |
| 3M | +6.6% | +45.6% | -39.0% | -0.6% |
| 6M | +31.0% | +53.5% | -22.5% | +20.2% |
| YTD | +27.2% | +49.6% | -22.3% | +17.0% |
| 1Y | +34.5% | +38.9% | -4.5% | +24.4% |
| 3Y | +123.1% | +589.7% | -466.5% | +51.7% |
| 5Y | +135.1% | +318.7% | -183.6% | +67.4% |
| All | +789.2% | +379.9% | +409.4% | +457.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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