+717.0%
VGT vs RF
+248.4%
+468.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -4.1% | +0.3% | -4.5% | -4.2% |
| 30D | -13.6% | +6.2% | -19.8% | -15.3% |
| 3M | -8.0% | -7.8% | -0.1% | -5.7% |
| 6M | -1.5% | +5.9% | -7.4% | -3.7% |
| YTD | +17.7% | +9.0% | +8.7% | +13.5% |
| 1Y | +13.8% | +19.3% | -5.5% | +6.5% |
| 3Y | +101.6% | +116.4% | -14.9% | +53.7% |
| 5Y | +106.7% | +46.0% | +60.7% | +74.7% |
| 10Y | +717.0% | +239.8% | +477.2% | +452.0% |
| All | +717.0% | +248.4% | +468.6% | +452.0% |
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