+1,179.1%
VST vs VGT
+730.3%
+448.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.2% |
| 7D | +19.2% | +5.6% | +13.5% | +14.8% |
| 30D | -17.2% | -10.6% | -6.6% | -10.0% |
| 3M | -8.1% | -6.9% | -1.3% | -3.0% |
| 6M | -8.1% | +0.9% | -9.1% | -8.8% |
| YTD | -16.3% | +20.4% | -36.7% | -26.6% |
| 1Y | -24.1% | +17.4% | -41.5% | -32.3% |
| 3Y | +300.2% | +106.3% | +193.9% | +166.3% |
| 5Y | +645.9% | +107.9% | +538.0% | +381.5% |
| All | +1,179.1% | +730.3% | +448.8% | +317.7% |
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