+148.1%
VGT vs S
-56.9%
+205.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.4% | -11.8% | +11.3% | +1.9% |
| 3M | +6.6% | +33.9% | -27.3% | -0.8% |
| 6M | +31.0% | +40.1% | -9.1% | +19.8% |
| YTD | +27.2% | +32.1% | -4.8% | +17.5% |
| 1Y | +34.5% | +11.0% | +23.4% | +28.3% |
| 3Y | +123.1% | +16.9% | +106.2% | +103.3% |
| 5Y | +135.1% | -68.9% | +204.0% | +145.2% |
| All | +148.1% | -56.9% | +205.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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