+2,267.4%
VGT vs FDS
+1,437.8%
+829.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.8% |
| 7D | +1.0% | -1.9% | +2.9% | +1.7% |
| 30D | +1.3% | +9.0% | -7.7% | -2.6% |
| 3M | -1.1% | +18.9% | -20.0% | -10.2% |
| 6M | +32.6% | +35.1% | -2.5% | +11.9% |
| YTD | +29.0% | +5.5% | +23.5% | +20.1% |
| 1Y | +39.7% | -16.8% | +56.5% | +42.9% |
| 3Y | +120.9% | -28.1% | +149.0% | +138.8% |
| 5Y | +133.6% | -17.4% | +151.0% | +135.0% |
| 10Y | +792.6% | +85.4% | +707.1% | +506.0% |
| All | +2,267.4% | +1,437.8% | +829.6% | +602.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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