+2,088.6%
VGT vs ES
+692.4%
+1,396.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.7% |
| 30D | -12.5% | +5.7% | -18.2% | -14.6% |
| 3M | -7.7% | -2.8% | -4.9% | -7.1% |
| 6M | -0.2% | +7.0% | -7.1% | -3.7% |
| YTD | +19.3% | +6.8% | +12.5% | +14.5% |
| 1Y | +18.2% | -0.5% | +18.6% | +15.9% |
| 3Y | +109.6% | +47.2% | +62.5% | +69.1% |
| 5Y | +105.5% | +2.3% | +103.3% | +91.5% |
| 10Y | +716.4% | +85.6% | +630.7% | +446.8% |
| All | +2,088.6% | +692.4% | +1,396.1% | +607.2% |
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