+5,653.9%
VLO vs VGT
+2,088.1%
+3,565.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.7% |
| 7D | +9.6% | +2.5% | +7.2% | +7.5% |
| 30D | -17.4% | -9.5% | -7.9% | -11.1% |
| 3M | +10.8% | -9.5% | +20.3% | +18.5% |
| 6M | +56.9% | -1.8% | +58.7% | +54.0% |
| YTD | +136.8% | +18.4% | +118.4% | +94.7% |
| 1Y | +120.7% | +18.7% | +101.9% | +80.6% |
| 3Y | +231.9% | +103.8% | +128.1% | +59.7% |
| 5Y | +479.0% | +104.4% | +374.7% | +156.4% |
| 10Y | +792.2% | +716.9% | +75.3% | -14.7% |
| All | +5,653.9% | +2,088.1% | +3,565.8% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling