+135.2%
VGT vs ES
-4.5%
+139.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +0.5% | -1.0% | +1.6% | +0.6% |
| 3M | +5.3% | +1.5% | +3.8% | +4.9% |
| 6M | +32.4% | -3.5% | +35.9% | +32.8% |
| YTD | +28.6% | +7.0% | +21.6% | +26.7% |
| 1Y | +37.6% | +15.3% | +22.3% | +33.2% |
| 3Y | +125.5% | +30.2% | +95.3% | +109.3% |
| 5Y | +135.2% | -4.3% | +139.5% | +140.5% |
| All | +135.2% | -4.5% | +139.7% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling