+902.4%
VGT vs Z
+25.1%
+877.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +1.0% | -3.0% | +4.0% | +1.6% |
| 30D | +1.3% | -4.2% | +5.5% | +1.9% |
| 3M | -1.1% | -3.7% | +2.6% | -1.2% |
| 6M | +32.6% | -24.5% | +57.1% | +39.1% |
| YTD | +29.0% | -49.3% | +78.3% | +46.5% |
| 1Y | +39.7% | -58.7% | +98.4% | +64.8% |
| 3Y | +120.9% | -34.1% | +155.1% | +127.8% |
| 5Y | +133.6% | -64.5% | +198.1% | +156.1% |
| 10Y | +792.6% | -0.5% | +793.1% | +624.4% |
| All | +902.4% | +25.1% | +877.3% | +660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling