+2,122.6%
VGT vs M
+111.1%
+2,011.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | -10.1% | +8.1% | -18.2% | -11.7% |
| 3M | -5.3% | +2.2% | -7.5% | -6.1% |
| 6M | +0.2% | +35.1% | -34.9% | -6.7% |
| YTD | +21.1% | +15.8% | +5.3% | +15.7% |
| 1Y | +18.2% | +25.8% | -7.7% | +10.7% |
| 3Y | +107.4% | +156.2% | -48.8% | +59.9% |
| 5Y | +111.5% | -2.4% | +113.9% | +89.8% |
| 10Y | +735.5% | -7.1% | +742.7% | +545.9% |
| All | +2,122.6% | +111.1% | +2,011.5% | +918.2% |
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