+742.6%
VGT vs VT
+222.7%
+519.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | +0.2% |
| 7D | +5.6% | +2.9% | +2.7% | +1.8% |
| 30D | -10.6% | -2.5% | -8.1% | -7.3% |
| 3M | -6.9% | -3.3% | -3.6% | -2.3% |
| 6M | +0.9% | +1.5% | -0.6% | -0.1% |
| YTD | +20.4% | +11.4% | +9.1% | +5.9% |
| 1Y | +17.4% | +11.9% | +5.5% | +2.7% |
| 3Y | +106.3% | +73.9% | +32.4% | +5.2% |
| 5Y | +107.9% | +57.9% | +50.0% | +21.4% |
| All | +742.6% | +222.7% | +519.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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