+124.4%
VGT vs EW
+16.4%
+108.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.5% | -5.1% | +6.6% | +2.5% |
| 30D | +0.5% | -6.4% | +6.9% | +1.8% |
| 3M | +5.3% | -1.6% | +6.8% | +5.3% |
| 6M | +32.4% | +2.3% | +30.2% | +31.4% |
| YTD | +28.6% | +1.1% | +27.5% | +27.7% |
| 1Y | +37.6% | +8.0% | +29.6% | +34.9% |
| All | +124.4% | +16.4% | +108.0% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling