+2,110.3%
VGT vs FDS
+1,589.3%
+521.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.2% |
| 7D | +5.6% | -2.6% | +8.2% | +6.7% |
| 30D | -10.6% | +14.1% | -24.6% | -15.8% |
| 3M | -6.9% | +19.8% | -26.7% | -14.8% |
| 6M | +0.9% | +55.0% | -54.0% | -19.8% |
| YTD | +20.4% | +15.9% | +4.5% | +6.6% |
| 1Y | +17.4% | +24.2% | -6.8% | +0.1% |
| 3Y | +106.3% | -24.0% | +130.3% | +116.0% |
| 5Y | +107.9% | -23.3% | +131.2% | +115.3% |
| 10Y | +730.9% | +128.0% | +602.9% | +411.8% |
| All | +2,110.3% | +1,589.3% | +521.0% | +523.3% |
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