+792.6%
VGT vs RF
+334.9%
+457.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +1.8% | +2.7% | -0.8% | +1.0% |
| 30D | -0.3% | -3.4% | +3.0% | +0.7% |
| 3M | +3.4% | +6.4% | -3.0% | +1.1% |
| 6M | +35.0% | +13.4% | +21.6% | +29.0% |
| YTD | +28.8% | +14.2% | +14.5% | +22.5% |
| 1Y | +38.0% | +15.7% | +22.3% | +30.5% |
| 3Y | +125.8% | +91.3% | +34.5% | +78.8% |
| 5Y | +134.7% | +89.8% | +45.0% | +83.7% |
| 10Y | +792.6% | +336.7% | +455.9% | +439.3% |
| All | +792.6% | +334.9% | +457.7% | +439.3% |
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