+2,060.0%
VGT vs RL
+1,663.9%
+396.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -4.1% | +1.3% | -5.5% | -4.5% |
| 30D | -13.6% | +7.6% | -21.3% | -15.7% |
| 3M | -8.0% | -1.5% | -6.5% | -7.8% |
| 6M | -1.5% | +12.1% | -13.5% | -6.1% |
| YTD | +17.7% | +13.9% | +3.8% | +11.1% |
| 1Y | +13.8% | +20.7% | -6.9% | +5.2% |
| 3Y | +101.6% | +260.6% | -159.0% | +27.6% |
| 5Y | +106.7% | +248.9% | -142.2% | +29.4% |
| 10Y | +717.0% | +355.9% | +361.1% | +321.9% |
| All | +2,060.0% | +1,663.9% | +396.2% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling