+2,267.4%
VGT vs RF
+110.1%
+2,157.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +1.3% | -3.6% | +4.9% | +2.0% |
| 3M | -1.1% | +8.1% | -9.2% | -2.9% |
| 6M | +32.6% | +11.5% | +21.2% | +29.3% |
| YTD | +29.0% | +15.6% | +13.4% | +24.7% |
| 1Y | +39.7% | +15.7% | +24.0% | +34.8% |
| 3Y | +120.9% | +86.9% | +34.0% | +91.3% |
| 5Y | +133.6% | +89.8% | +43.7% | +99.9% |
| 10Y | +792.6% | +344.7% | +447.9% | +521.0% |
| All | +2,267.4% | +110.1% | +2,157.2% | +1,568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling