+1,805.8%
VGT vs VT
+346.0%
+1,459.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | -7.2% | -2.3% | -4.9% | -4.9% |
| 30D | -16.1% | -5.0% | -11.2% | -11.5% |
| 3M | -9.2% | -4.9% | -4.3% | -4.1% |
| 6M | -0.7% | -1.5% | +0.8% | +1.7% |
| YTD | +15.6% | +8.5% | +7.1% | +7.7% |
| 1Y | +14.4% | +11.4% | +3.0% | +3.9% |
| 3Y | +105.2% | +70.1% | +35.2% | +25.7% |
| 5Y | +100.0% | +53.7% | +46.3% | +37.8% |
| 10Y | +712.1% | +220.0% | +492.1% | +202.9% |
| All | +1,805.8% | +346.0% | +1,459.8% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling