+1,157.5%
VGT vs USFR
+27.6%
+1,129.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | +3.4% | +1.0% | +2.4% | +3.1% |
| 6M | +35.0% | +1.9% | +33.1% | +34.2% |
| YTD | +28.8% | +2.7% | +26.1% | +27.7% |
| 1Y | +38.0% | +4.0% | +34.0% | +36.3% |
| 3Y | +125.8% | +14.0% | +111.8% | +116.5% |
| 5Y | +134.7% | +20.4% | +114.3% | +121.1% |
| 10Y | +792.6% | +28.1% | +764.5% | +726.8% |
| All | +1,157.5% | +27.6% | +1,129.9% | +1,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling