+52.6%
VGT vs VG
-39.3%
+91.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | +1.3% | +16.0% | -14.7% | +0.2% |
| 3M | -1.1% | +9.7% | -10.9% | -2.1% |
| 6M | +32.6% | +29.6% | +3.1% | +26.6% |
| YTD | +29.0% | +112.0% | -83.0% | +14.4% |
| 1Y | +39.7% | +12.8% | +26.9% | +34.2% |
| All | +52.6% | -39.3% | +91.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling