+126.5%
VGT vs RF
+92.1%
+34.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | +1.3% | -3.6% | +4.9% | +2.5% |
| 3M | -1.1% | +8.1% | -9.2% | -3.9% |
| 6M | +32.6% | +11.5% | +21.2% | +27.2% |
| YTD | +29.0% | +15.6% | +13.4% | +21.8% |
| 1Y | +39.7% | +15.7% | +24.0% | +31.5% |
| All | +126.5% | +92.1% | +34.4% | +80.9% |
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