+1,216.9%
VST vs VGT
+780.6%
+436.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +8.9% | +1.0% | +7.9% | +8.1% |
| 30D | +6.2% | +1.3% | +4.9% | +5.1% |
| 3M | -2.7% | -1.1% | -1.6% | -2.4% |
| 6M | -8.4% | +32.6% | -41.0% | -25.5% |
| YTD | -7.2% | +29.0% | -36.2% | -22.9% |
| 1Y | -20.9% | +39.7% | -60.6% | -37.6% |
| 3Y | +384.0% | +120.9% | +263.1% | +204.7% |
| 5Y | +757.1% | +133.6% | +623.5% | +410.4% |
| All | +1,216.9% | +780.6% | +436.3% | +286.4% |
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 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