+124.4%
VGT vs RL
+198.9%
-74.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.0% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +0.5% | -17.5% | +18.1% | +6.9% |
| 3M | +5.3% | -14.0% | +19.2% | +10.1% |
| 6M | +32.4% | -2.0% | +34.4% | +31.3% |
| YTD | +28.6% | -4.6% | +33.2% | +28.4% |
| 1Y | +37.6% | +9.5% | +28.1% | +30.0% |
| All | +124.4% | +198.9% | -74.5% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling