+135.2%
VGT vs EW
-29.9%
+165.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -5.1% | +6.6% | +3.1% |
| 30D | +0.5% | -6.4% | +6.9% | +2.5% |
| 3M | +5.3% | -1.6% | +6.8% | +5.4% |
| 6M | +32.4% | +2.3% | +30.2% | +30.8% |
| YTD | +28.6% | +1.1% | +27.5% | +27.3% |
| 1Y | +37.6% | +8.0% | +29.6% | +33.1% |
| 3Y | +125.5% | +16.3% | +109.1% | +100.8% |
| 5Y | +135.2% | -29.4% | +164.6% | +157.4% |
| All | +135.2% | -29.9% | +165.1% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling