+2,072.9%
VGT vs EW
+3,709.8%
-1,636.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | +2.5% | +4.9% | -2.4% | +0.9% |
| 30D | -9.5% | +23.9% | -33.4% | -15.7% |
| 3M | -9.5% | +15.8% | -25.3% | -14.0% |
| 6M | -1.8% | +31.7% | -33.4% | -10.8% |
| YTD | +18.4% | +25.7% | -7.3% | +8.7% |
| 1Y | +18.7% | +24.4% | -5.7% | +9.3% |
| 3Y | +103.8% | +65.9% | +37.9% | +62.6% |
| 5Y | +104.4% | -7.6% | +112.0% | +95.9% |
| 10Y | +716.9% | +253.2% | +463.7% | +404.6% |
| All | +2,072.9% | +3,709.8% | -1,636.8% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling