+19.9%
VGT vs USFR
+4.1%
+15.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.5% | +0.1% | -6.6% | -5.2% |
| 30D | -10.6% | +0.4% | -10.9% | -5.7% |
| 3M | -3.7% | +1.1% | -4.8% | +13.0% |
| 6M | +10.4% | +2.0% | +8.3% | +48.4% |
| YTD | +23.1% | +3.4% | +19.7% | +60.7% |
| 1Y | +19.9% | +4.1% | +15.8% | +26.5% |
| All | +19.9% | +4.1% | +15.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling