+924.9%
VLO vs VGT
+820.0%
+104.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.6% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +18.2% | -0.4% | +18.7% | +18.4% |
| 3M | +53.3% | +4.4% | +48.9% | +48.4% |
| 6M | +70.4% | +32.1% | +38.4% | +42.0% |
| YTD | +143.4% | +28.8% | +114.6% | +105.0% |
| 1Y | +153.0% | +35.3% | +117.7% | +105.9% |
| 3Y | +195.0% | +124.8% | +70.2% | +68.1% |
| 5Y | +618.8% | +137.9% | +480.8% | +275.5% |
| All | +924.9% | +820.0% | +104.8% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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