+2,397.0%
VRT vs VGT
+447.5%
+1,949.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -4.4% |
| 7D | -7.7% | -1.0% | -6.7% | -6.5% |
| 30D | -12.0% | -0.4% | -11.5% | -11.3% |
| 3M | -11.7% | +6.6% | -18.3% | -16.3% |
| 6M | -8.1% | +31.0% | -39.1% | -30.3% |
| YTD | +53.2% | +27.2% | +26.0% | +20.7% |
| 1Y | +81.7% | +34.5% | +47.2% | +36.9% |
| 3Y | +535.3% | +123.1% | +412.1% | +227.8% |
| 5Y | +916.4% | +135.1% | +781.3% | +407.1% |
| All | +2,397.0% | +447.5% | +1,949.5% | +780.4% |
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