+125.8%
VGT vs ES
+33.1%
+92.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +1.8% |
| 30D | -0.3% | -1.2% | +0.8% | -0.3% |
| 3M | +3.4% | +5.0% | -1.6% | +3.2% |
| 6M | +35.0% | -2.8% | +37.8% | +35.1% |
| YTD | +28.8% | +8.6% | +20.2% | +28.2% |
| 1Y | +38.0% | +18.9% | +19.0% | +36.5% |
| 3Y | +125.8% | +32.1% | +93.6% | +116.6% |
| All | +125.8% | +33.1% | +92.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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