+2,267.4%
VGT vs IT
+1,557.1%
+710.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.9% |
| 7D | +1.0% | -6.0% | +7.0% | +3.1% |
| 30D | +1.3% | 0.0% | +1.3% | +0.8% |
| 3M | -1.1% | +13.1% | -14.2% | -8.2% |
| 6M | +32.6% | +11.7% | +20.9% | +21.9% |
| YTD | +29.0% | -26.1% | +55.1% | +36.7% |
| 1Y | +39.7% | -21.3% | +60.9% | +43.0% |
| 3Y | +120.9% | -46.7% | +167.7% | +155.7% |
| 5Y | +133.6% | -40.5% | +174.1% | +156.8% |
| 10Y | +792.6% | +103.9% | +688.7% | +481.9% |
| All | +2,267.4% | +1,557.1% | +710.3% | +592.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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