+151.0%
VGT vs S
-57.8%
+208.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +1.8% | -5.8% | +7.7% | +3.1% |
| 30D | -0.3% | -9.2% | +8.9% | +1.4% |
| 3M | +3.4% | +23.4% | -20.0% | -2.0% |
| 6M | +35.0% | +36.9% | -1.9% | +24.1% |
| YTD | +28.8% | +29.5% | -0.8% | +19.4% |
| 1Y | +38.0% | +5.4% | +32.6% | +33.1% |
| 3Y | +125.8% | +14.7% | +111.1% | +106.6% |
| 5Y | +134.7% | -71.5% | +206.3% | +146.7% |
| All | +151.0% | -57.8% | +208.8% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling