+42.5%
VGT vs VG
-44.1%
+86.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.9% |
| 7D | +5.6% | +15.1% | -9.5% | +4.7% |
| 30D | -10.6% | -4.2% | -6.4% | -10.5% |
| 3M | -6.9% | -3.1% | -3.8% | -6.9% |
| 6M | +0.9% | +0.3% | +0.6% | +0.2% |
| YTD | +20.4% | +95.5% | -75.0% | +7.1% |
| 1Y | +17.4% | +64.4% | -47.1% | +6.8% |
| All | +42.5% | -44.1% | +86.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling