+789.2%
VGT vs RL
+308.3%
+480.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | -0.4% | -15.3% | +14.9% | +4.5% |
| 3M | +6.6% | -10.3% | +17.0% | +9.8% |
| 6M | +31.0% | -2.2% | +33.3% | +30.5% |
| YTD | +27.2% | -4.3% | +31.5% | +27.2% |
| 1Y | +34.5% | +8.9% | +25.6% | +28.9% |
| 3Y | +123.1% | +201.4% | -78.3% | +55.2% |
| 5Y | +135.1% | +230.6% | -95.5% | +55.9% |
| All | +789.2% | +308.3% | +480.9% | +449.0% |
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