+2,060.0%
VGT vs M
+113.0%
+1,947.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -4.1% | +5.0% | -9.2% | -5.2% |
| 30D | -13.6% | +10.6% | -24.3% | -15.6% |
| 3M | -8.0% | +1.6% | -9.6% | -8.7% |
| 6M | -1.5% | +30.8% | -32.3% | -7.7% |
| YTD | +17.7% | +16.9% | +0.8% | +12.2% |
| 1Y | +13.8% | +26.3% | -12.5% | +6.5% |
| 3Y | +101.6% | +158.6% | -57.0% | +55.1% |
| 5Y | +106.7% | +2.1% | +104.6% | +83.7% |
| 10Y | +717.0% | -4.3% | +721.3% | +526.7% |
| All | +2,060.0% | +113.0% | +1,947.0% | +887.8% |
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