+789.2%
VGT vs EW
+126.7%
+662.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -1.0% | -3.4% | +2.3% | +0.2% |
| 30D | -0.4% | -7.4% | +6.9% | +2.3% |
| 3M | +6.6% | +0.9% | +5.7% | +5.8% |
| 6M | +31.0% | +1.2% | +29.9% | +29.6% |
| YTD | +27.2% | +1.8% | +25.5% | +25.3% |
| 1Y | +34.5% | +10.8% | +23.6% | +27.9% |
| 3Y | +123.1% | +17.1% | +106.0% | +95.9% |
| 5Y | +135.1% | -28.2% | +163.3% | +148.4% |
| All | +789.2% | +126.7% | +662.5% | +515.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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