+135.1%
VGT vs USFR
+20.4%
+114.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.4% | +0.3% | -0.8% | -0.1% |
| 3M | +6.6% | +1.0% | +5.7% | +7.5% |
| 6M | +31.0% | +1.9% | +29.1% | +32.4% |
| YTD | +27.2% | +2.7% | +24.6% | +28.4% |
| 1Y | +34.5% | +4.0% | +30.4% | +35.3% |
| 3Y | +123.1% | +14.1% | +109.1% | +121.8% |
| 5Y | +135.1% | +20.5% | +114.6% | +132.2% |
| All | +135.1% | +20.4% | +114.7% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling