+812.9%
VGT vs FE
+110.4%
+702.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +0.5% | -1.2% | +1.7% | +0.8% |
| 3M | +5.3% | +1.7% | +3.6% | +4.5% |
| 6M | +32.4% | -7.5% | +39.9% | +35.0% |
| YTD | +28.6% | +6.3% | +22.3% | +25.4% |
| 1Y | +37.6% | +10.9% | +26.8% | +32.3% |
| 3Y | +125.5% | +46.9% | +78.5% | +93.8% |
| 5Y | +135.2% | +47.6% | +87.6% | +100.1% |
| 10Y | +812.9% | +114.5% | +698.4% | +642.5% |
| All | +812.9% | +110.4% | +702.5% | +642.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling