+15.3%
VGT vs Q
+74.5%
-59.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.5% |
| 7D | +5.6% | +11.5% | -5.9% | +1.8% |
| 30D | -10.6% | -0.2% | -10.4% | -10.7% |
| 3M | -6.9% | -13.6% | +6.7% | -3.1% |
| 6M | +0.9% | -27.0% | +28.0% | +9.1% |
| YTD | +20.4% | +50.5% | -30.1% | +6.4% |
| 1Y | +17.4% | +33.8% | -16.4% | +6.4% |
| All | +15.3% | +74.5% | -59.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling