+742.6%
VGT vs RL
+342.1%
+400.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | +5.6% | +2.4% | +3.3% | +4.8% |
| 30D | -10.6% | +4.6% | -15.1% | -11.8% |
| 3M | -6.9% | -1.1% | -5.8% | -6.8% |
| 6M | +0.9% | +16.5% | -15.6% | -4.6% |
| YTD | +20.4% | +11.4% | +9.0% | +14.9% |
| 1Y | +17.4% | +16.1% | +1.3% | +10.3% |
| 3Y | +106.3% | +252.6% | -146.3% | +36.4% |
| 5Y | +107.9% | +244.9% | -137.0% | +35.0% |
| All | +742.6% | +342.1% | +400.5% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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