+2,267.4%
VGT vs ES
+700.8%
+1,566.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +1.3% | -2.0% | +3.3% | +2.0% |
| 3M | -1.1% | +1.7% | -2.8% | -2.2% |
| 6M | +32.6% | -3.5% | +36.2% | +33.4% |
| YTD | +29.0% | +7.9% | +21.1% | +23.8% |
| 1Y | +39.7% | +17.2% | +22.5% | +28.7% |
| 3Y | +120.9% | +29.3% | +91.6% | +88.7% |
| 5Y | +133.6% | -5.7% | +139.3% | +126.4% |
| 10Y | +792.6% | +85.2% | +707.4% | +500.9% |
| All | +2,267.4% | +700.8% | +1,566.6% | +665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling