+728.4%
VGT vs RF
+223.4%
+505.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | +2.5% | +1.9% | +0.5% | +1.8% |
| 30D | -9.5% | +7.3% | -16.8% | -11.6% |
| 3M | -9.5% | -7.9% | -1.6% | -7.2% |
| 6M | -1.8% | +10.5% | -12.3% | -5.3% |
| YTD | +18.4% | +9.6% | +8.8% | +14.0% |
| 1Y | +18.7% | +20.3% | -1.6% | +10.8% |
| 3Y | +103.8% | +119.5% | -15.7% | +54.4% |
| 5Y | +104.4% | +48.2% | +56.2% | +71.8% |
| All | +728.4% | +223.4% | +505.0% | +443.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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