+717.0%
VGT vs P
+691.2%
+25.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -4.1% | -13.3% | +9.2% | -0.4% |
| 30D | -13.6% | -34.0% | +20.3% | -3.5% |
| 3M | -8.0% | +4.1% | -12.1% | -10.9% |
| 6M | -1.5% | +30.5% | -32.0% | -12.3% |
| YTD | +17.7% | +52.2% | -34.5% | -0.9% |
| 1Y | +13.8% | +10.3% | +3.5% | +3.1% |
| 3Y | +101.6% | +180.9% | -79.3% | +27.6% |
| 5Y | +106.7% | +259.7% | -153.0% | +17.7% |
| 10Y | +717.0% | +652.6% | +64.4% | +270.6% |
| All | +717.0% | +691.2% | +25.8% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling