+728.4%
VGT vs EW
+254.3%
+474.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +2.5% | +4.9% | -2.4% | +0.7% |
| 30D | -9.5% | +23.9% | -33.4% | -16.6% |
| 3M | -9.5% | +15.8% | -25.3% | -14.6% |
| 6M | -1.8% | +31.7% | -33.4% | -12.1% |
| YTD | +18.4% | +25.7% | -7.3% | +7.3% |
| 1Y | +18.7% | +24.4% | -5.7% | +8.0% |
| 3Y | +103.8% | +65.9% | +37.9% | +54.5% |
| 5Y | +104.4% | -7.6% | +112.0% | +96.3% |
| All | +728.4% | +254.3% | +474.1% | +394.3% |
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