+137.9%
VGT vs KWEB
-42.7%
+180.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.2% | -5.6% | +5.4% | +1.1% |
| 30D | -0.4% | -10.7% | +10.2% | +2.0% |
| 3M | +4.4% | -7.4% | +11.8% | +6.0% |
| 6M | +32.1% | -19.3% | +51.4% | +38.1% |
| YTD | +28.8% | -27.8% | +56.5% | +37.8% |
| 1Y | +35.3% | -35.9% | +71.3% | +48.5% |
| 3Y | +124.8% | -1.9% | +126.7% | +121.1% |
| All | +137.9% | -42.7% | +180.6% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 5y: compounded portfolio wealth divided by compounded KWEB 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…
5y analysis · Full analysis span regression · 6 months rolling