+789.2%
VGT vs Z
-6.2%
+795.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.4% |
| 7D | -1.0% | -11.6% | +10.5% | +1.5% |
| 30D | -0.4% | -8.5% | +8.0% | +1.1% |
| 3M | +6.6% | -7.9% | +14.5% | +7.5% |
| 6M | +31.0% | -29.1% | +60.1% | +39.3% |
| YTD | +27.2% | -54.2% | +81.4% | +48.1% |
| 1Y | +34.5% | -63.5% | +98.0% | +63.7% |
| 3Y | +123.1% | -38.6% | +161.8% | +133.4% |
| 5Y | +135.1% | -66.0% | +201.1% | +160.4% |
| All | +789.2% | -6.2% | +795.5% | +627.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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