+854.5%
VGT vs P
+504.9%
+349.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +1.5% |
| 7D | -1.6% | -9.6% | +8.0% | +0.8% |
| 30D | -12.5% | -33.4% | +20.9% | -3.2% |
| 3M | -7.7% | +14.2% | -21.9% | -12.7% |
| 6M | -0.2% | +31.6% | -31.8% | -10.5% |
| YTD | +19.3% | +53.5% | -34.2% | +1.6% |
| 1Y | +18.2% | +14.2% | +4.0% | +7.0% |
| 3Y | +109.6% | +190.5% | -80.9% | +37.9% |
| 5Y | +105.5% | +256.3% | -150.8% | +24.8% |
| 10Y | +716.4% | +707.9% | +8.5% | +297.3% |
| All | +854.5% | +504.9% | +349.6% | +361.9% |
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