+135.2%
VGT vs S
-71.9%
+207.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | +0.5% | -12.6% | +13.1% | +3.2% |
| 3M | +5.3% | +27.6% | -22.3% | -1.2% |
| 6M | +32.4% | +35.5% | -3.0% | +21.6% |
| YTD | +28.6% | +29.6% | -1.0% | +18.8% |
| 1Y | +37.6% | +8.1% | +29.5% | +31.8% |
| 3Y | +125.5% | +14.8% | +110.7% | +105.1% |
| 5Y | +135.2% | -70.6% | +205.8% | +154.2% |
| All | +135.2% | -71.9% | +207.1% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling