+133.8%
VGT vs RF
+89.8%
+44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | +1.3% | -0.3% | +0.5% |
| 30D | +1.3% | -3.6% | +4.9% | +2.6% |
| 3M | -1.1% | +8.1% | -9.2% | -4.2% |
| 6M | +32.6% | +11.5% | +21.2% | +26.7% |
| YTD | +29.0% | +15.6% | +13.4% | +21.2% |
| 1Y | +39.7% | +15.7% | +24.0% | +30.9% |
| 3Y | +120.9% | +86.9% | +34.0% | +69.7% |
| All | +133.8% | +89.8% | +44.0% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling