+932.5%
VGT vs P
+485.4%
+447.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.0% | +6.5% | -5.5% | -0.7% |
| 30D | +1.3% | +18.8% | -17.5% | -4.2% |
| 3M | -1.1% | +26.7% | -27.9% | -8.5% |
| 6M | +32.6% | +62.2% | -29.5% | +13.5% |
| YTD | +29.0% | +48.5% | -19.5% | +12.2% |
| 1Y | +39.7% | +26.4% | +13.3% | +24.2% |
| 3Y | +120.9% | +159.4% | -38.5% | +51.5% |
| 5Y | +133.6% | +275.8% | -142.2% | +41.6% |
| 10Y | +792.6% | +732.0% | +60.5% | +340.5% |
| All | +932.5% | +485.4% | +447.2% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling