+608.4%
VST vs VGT
+103.7%
+504.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +0.4% |
| 7D | +6.6% | +2.5% | +4.1% | +4.4% |
| 30D | -12.4% | -9.5% | -2.9% | -4.3% |
| 3M | -9.0% | -9.5% | +0.5% | -0.5% |
| 6M | -6.4% | -1.8% | -4.7% | -5.4% |
| YTD | -17.2% | +18.4% | -35.6% | -29.0% |
| 1Y | -22.0% | +18.7% | -40.8% | -33.3% |
| 3Y | +296.7% | +103.8% | +192.9% | +150.1% |
| All | +608.4% | +103.7% | +504.7% | +317.8% |
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 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