+869.4%
VGT vs P
+526.5%
+342.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.7% |
| 7D | -1.6% | -4.7% | +3.1% | -0.5% |
| 30D | -10.1% | -31.4% | +21.3% | -1.3% |
| 3M | -5.3% | -2.6% | -2.6% | -6.1% |
| 6M | +0.2% | +21.9% | -21.7% | -8.1% |
| YTD | +21.1% | +58.9% | -37.8% | +2.2% |
| 1Y | +18.2% | +21.7% | -3.6% | +5.2% |
| 3Y | +107.4% | +193.3% | -85.9% | +36.1% |
| 5Y | +111.5% | +275.1% | -163.6% | +26.7% |
| 10Y | +735.5% | +655.3% | +80.2% | +306.5% |
| All | +869.4% | +526.5% | +342.9% | +364.7% |
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