+2,263.5%
VGT vs NYT
+83.2%
+2,180.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +4.4% | -9.6% | +14.0% | +6.4% |
| 6M | +32.1% | -14.0% | +46.1% | +35.8% |
| YTD | +28.8% | -2.8% | +31.6% | +28.0% |
| 1Y | +35.3% | +15.6% | +19.8% | +28.2% |
| 3Y | +124.8% | +56.3% | +68.4% | +94.1% |
| 5Y | +137.9% | +39.5% | +98.4% | +107.6% |
| 10Y | +814.2% | +488.0% | +326.2% | +439.8% |
| All | +2,263.5% | +83.2% | +2,180.3% | +1,689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling