+2,072.9%
VGT vs NDAQ
+4,549.2%
-2,476.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.5% | +1.3% | +1.2% | +2.0% |
| 30D | -9.5% | +18.0% | -27.5% | -14.6% |
| 3M | -9.5% | +11.5% | -21.0% | -13.0% |
| 6M | -1.8% | +21.1% | -22.9% | -8.8% |
| YTD | +18.4% | +12.8% | +5.6% | +12.1% |
| 1Y | +18.7% | +25.7% | -7.0% | +8.3% |
| 3Y | +103.8% | +116.8% | -13.0% | +54.2% |
| 5Y | +104.4% | +67.3% | +37.1% | +67.8% |
| 10Y | +716.9% | +473.3% | +243.6% | +362.4% |
| All | +2,072.9% | +4,549.2% | -2,476.3% | +747.7% |
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