+124.4%
VGT vs Z
-37.2%
+161.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +1.5% | -7.1% | +8.5% | +2.8% |
| 30D | +0.5% | -4.8% | +5.3% | +1.1% |
| 3M | +5.3% | -9.3% | +14.6% | +6.5% |
| 6M | +32.4% | -29.0% | +61.4% | +40.2% |
| YTD | +28.6% | -52.9% | +81.5% | +47.5% |
| 1Y | +37.6% | -63.1% | +100.8% | +65.6% |
| All | +124.4% | -37.2% | +161.6% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling