+789.2%
VGT vs M
-10.0%
+799.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.3% |
| 7D | -1.0% | -8.8% | +7.7% | +0.3% |
| 30D | -0.4% | -16.4% | +15.9% | +2.2% |
| 3M | +6.6% | -10.8% | +17.4% | +8.1% |
| 6M | +31.0% | +16.1% | +14.9% | +27.4% |
| YTD | +27.2% | -5.3% | +32.5% | +27.2% |
| 1Y | +34.5% | +24.9% | +9.6% | +28.5% |
| 3Y | +123.1% | +97.5% | +25.6% | +93.1% |
| 5Y | +135.1% | +20.4% | +114.7% | +112.8% |
| All | +789.2% | -10.0% | +799.2% | +640.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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