+2,263.1%
VGT vs NDAQ
+3,959.9%
-1,696.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | +1.8% | -2.6% | +4.4% | +2.7% |
| 30D | -0.3% | +0.5% | -0.8% | -0.5% |
| 3M | +3.4% | +9.9% | -6.5% | -0.5% |
| 6M | +35.0% | +8.2% | +26.8% | +30.3% |
| YTD | +28.8% | -1.5% | +30.2% | +27.9% |
| 1Y | +38.0% | +1.3% | +36.7% | +35.5% |
| 3Y | +125.8% | +92.6% | +33.2% | +78.0% |
| 5Y | +134.7% | +53.8% | +80.9% | +98.9% |
| 10Y | +792.6% | +376.0% | +416.6% | +437.6% |
| All | +2,263.1% | +3,959.9% | -1,696.8% | +867.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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