+1,712.4%
VGT vs MUB
+76.5%
+1,635.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +2.5% | -1.3% | +3.7% | +3.1% |
| 30D | -9.5% | +2.2% | -11.7% | -10.5% |
| 3M | -9.5% | -1.6% | -7.9% | -8.8% |
| 6M | -1.8% | -1.3% | -0.5% | -1.1% |
| YTD | +18.4% | -0.7% | +19.1% | +18.9% |
| 1Y | +18.7% | -0.2% | +18.9% | +19.0% |
| 3Y | +103.8% | +9.6% | +94.2% | +94.9% |
| 5Y | +104.4% | +2.6% | +101.8% | +100.5% |
| 10Y | +716.9% | +21.5% | +695.4% | +682.3% |
| All | +1,712.4% | +76.5% | +1,635.9% | +1,505.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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