+135.2%
VGT vs M
+22.2%
+113.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.7% |
| 7D | +1.5% | -4.1% | +5.5% | +2.3% |
| 30D | +0.5% | -13.6% | +14.1% | +3.4% |
| 3M | +5.3% | -2.3% | +7.5% | +5.2% |
| 6M | +32.4% | +21.9% | +10.5% | +26.2% |
| YTD | +28.6% | -0.6% | +29.2% | +27.2% |
| 1Y | +37.6% | +29.7% | +7.9% | +28.3% |
| 3Y | +125.5% | +107.3% | +18.2% | +79.9% |
| 5Y | +135.2% | +20.5% | +114.7% | +108.1% |
| All | +135.2% | +22.2% | +113.0% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling