+137.9%
VGT vs NYT
+38.8%
+99.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -0.4% | +4.6% | -5.0% | -1.7% |
| 3M | +4.4% | -9.6% | +14.0% | +6.5% |
| 6M | +32.1% | -14.0% | +46.1% | +36.1% |
| YTD | +28.8% | -2.8% | +31.6% | +27.2% |
| 1Y | +35.3% | +15.6% | +19.8% | +25.7% |
| 3Y | +124.8% | +56.3% | +68.4% | +82.7% |
| All | +137.9% | +38.8% | +99.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling