+2,267.4%
VGT vs M
+94.1%
+2,173.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | +1.0% | +4.7% | -3.7% | 0.0% |
| 30D | +1.3% | -9.6% | +10.9% | +3.4% |
| 3M | -1.1% | +0.9% | -2.0% | -1.7% |
| 6M | +32.6% | +22.3% | +10.4% | +26.3% |
| YTD | +29.0% | +6.5% | +22.5% | +25.9% |
| 1Y | +39.7% | +38.8% | +0.9% | +28.4% |
| 3Y | +120.9% | +115.9% | +5.0% | +76.6% |
| 5Y | +133.6% | +28.6% | +104.9% | +97.0% |
| 10Y | +792.6% | -2.5% | +795.1% | +576.9% |
| All | +2,267.4% | +94.1% | +2,173.3% | +1,007.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling