+105.2%
VGT vs RF
+104.8%
+0.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -7.2% | -0.9% | -6.3% | -6.9% |
| 30D | -16.1% | +6.0% | -22.2% | -17.8% |
| 3M | -9.2% | -8.9% | -0.3% | -6.3% |
| 6M | -0.7% | +2.3% | -3.1% | -2.1% |
| YTD | +15.6% | +7.6% | +8.0% | +11.2% |
| 1Y | +14.4% | +21.2% | -6.8% | +5.0% |
| 3Y | +105.2% | +108.5% | -3.3% | +64.3% |
| All | +105.2% | +104.8% | +0.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling