+953.6%
VRT vs VGT
+134.3%
+819.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.4% |
| 7D | +2.4% | +1.5% | +0.9% | +0.2% |
| 30D | -2.7% | +0.5% | -3.2% | -3.3% |
| 3M | -9.2% | +5.3% | -14.4% | -14.6% |
| 6M | -0.5% | +32.4% | -32.9% | -34.6% |
| YTD | +62.3% | +28.6% | +33.8% | +12.5% |
| 1Y | +109.6% | +37.6% | +71.9% | +33.1% |
| 3Y | +573.1% | +125.5% | +447.6% | +139.2% |
| 5Y | +953.6% | +135.2% | +818.4% | +251.5% |
| All | +953.6% | +134.3% | +819.4% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling