+98.6%
VGT vs PL
+20.8%
+77.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -9.0% | 0.0% |
| 7D | -7.2% | -6.8% | -0.4% | -6.4% |
| 30D | -16.1% | -29.3% | +13.2% | -12.5% |
| 3M | -9.2% | -44.8% | +35.6% | -2.5% |
| 6M | -0.7% | -68.4% | +67.7% | +12.8% |
| YTD | +15.6% | -36.4% | +51.9% | +17.9% |
| 1Y | +14.4% | +0.7% | +13.6% | +8.8% |
| 3Y | +105.2% | +455.3% | -350.1% | +39.5% |
| All | +98.6% | +20.8% | +77.8% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling