+137.9%
VGT vs SPYG
+85.2%
+52.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.9% |
| 30D | -0.4% | -1.5% | +1.1% | +1.4% |
| 3M | +4.4% | +3.7% | +0.7% | +0.3% |
| 6M | +32.1% | +16.4% | +15.6% | +11.4% |
| YTD | +28.8% | +13.3% | +15.4% | +12.2% |
| 1Y | +35.3% | +17.9% | +17.5% | +12.9% |
| 3Y | +124.8% | +98.3% | +26.4% | +4.7% |
| All | +137.9% | +85.2% | +52.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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