+43.2%
VGT vs VG
-46.6%
+89.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.5% |
| 7D | -1.6% | +5.5% | -7.1% | -1.9% |
| 30D | -10.1% | -3.6% | -6.5% | -10.0% |
| 3M | -5.3% | -4.0% | -1.3% | -5.2% |
| 6M | +0.2% | +9.4% | -9.2% | -1.4% |
| YTD | +21.1% | +86.6% | -65.5% | +8.1% |
| 1Y | +18.2% | +69.5% | -51.3% | +6.6% |
| All | +43.2% | -46.6% | +89.8% | +40.1% |
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