+820.1%
VGT vs Z
+7.8%
+812.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.4% |
| 7D | +2.5% | +0.8% | +1.6% | +2.2% |
| 30D | -9.5% | +5.2% | -14.7% | -11.0% |
| 3M | -9.5% | -17.0% | +7.5% | -6.9% |
| 6M | -1.8% | -22.7% | +20.9% | +1.9% |
| YTD | +18.4% | -56.3% | +74.7% | +37.5% |
| 1Y | +18.7% | -57.7% | +76.4% | +38.5% |
| 3Y | +103.8% | -16.5% | +120.4% | +98.0% |
| 5Y | +104.4% | -53.4% | +157.8% | +114.1% |
| 10Y | +716.9% | -15.9% | +732.8% | +580.5% |
| All | +820.1% | +7.8% | +812.3% | +613.9% |
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 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