+728.4%
VGT vs M
-7.1%
+735.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +2.5% | +7.0% | -4.6% | +1.4% |
| 30D | -9.5% | +8.9% | -18.4% | -10.8% |
| 3M | -9.5% | +4.5% | -14.0% | -10.4% |
| 6M | -1.8% | +36.2% | -38.0% | -6.9% |
| YTD | +18.4% | +15.1% | +3.3% | +14.7% |
| 1Y | +18.7% | +27.4% | -8.7% | +13.1% |
| 3Y | +103.8% | +160.1% | -56.3% | +69.2% |
| 5Y | +104.4% | -1.6% | +105.9% | +87.8% |
| All | +728.4% | -7.1% | +735.5% | +591.3% |
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