+1,058.9%
VST vs VGT
+703.4%
+355.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.1% |
| 7D | -6.0% | -4.1% | -1.9% | -3.0% |
| 30D | -18.8% | -13.6% | -5.1% | -9.5% |
| 3M | -8.0% | -8.0% | 0.0% | -2.0% |
| 6M | -10.9% | -1.5% | -9.5% | -10.0% |
| YTD | -18.3% | +17.7% | -36.0% | -27.2% |
| 1Y | -29.9% | +13.8% | -43.7% | -36.0% |
| 3Y | +290.3% | +101.6% | +188.7% | +164.0% |
| 5Y | +635.3% | +106.7% | +528.6% | +378.0% |
| 10Y | +1,162.4% | +717.0% | +445.4% | +290.9% |
| All | +1,058.9% | +703.4% | +355.5% | +264.8% |
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 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