+52.3%
VGT vs VG
-38.0%
+90.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +1.8% | -2.5% | +4.3% | +2.0% |
| 30D | -0.3% | +11.1% | -11.4% | -1.1% |
| 3M | +3.4% | +14.9% | -11.5% | +2.0% |
| 6M | +35.0% | +18.4% | +16.6% | +30.6% |
| YTD | +28.8% | +116.6% | -87.8% | +14.1% |
| 1Y | +38.0% | +9.4% | +28.6% | +33.4% |
| All | +52.3% | -38.0% | +90.3% | +47.8% |
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