+139.3%
VGT vs PL
+46.6%
+92.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.5% | -11.3% | +1.3% |
| 7D | -1.6% | +10.9% | -12.5% | -3.1% |
| 30D | -12.5% | -16.4% | +3.9% | -10.7% |
| 3M | -7.7% | -39.9% | +32.3% | -2.1% |
| 6M | -0.2% | -63.2% | +63.0% | +11.2% |
| YTD | +19.3% | -27.1% | +46.4% | +19.4% |
| 1Y | +18.2% | +12.2% | +6.0% | +10.8% |
| 3Y | +109.6% | +584.3% | -474.6% | +38.3% |
| 5Y | +105.5% | +37.0% | +68.5% | +54.3% |
| All | +139.3% | +46.6% | +92.6% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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