+77.9%
VUG vs VGT
+103.6%
-25.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.3% |
| 7D | +2.5% | +2.5% | 0.0% | +0.6% |
| 30D | -6.3% | -9.5% | +3.2% | +0.8% |
| 3M | -6.0% | -9.5% | +3.5% | +1.0% |
| 6M | -3.5% | -1.8% | -1.8% | -3.3% |
| YTD | +3.9% | +18.4% | -14.5% | -10.4% |
| 1Y | +5.1% | +18.7% | -13.6% | -9.7% |
| 3Y | +77.9% | +103.8% | -25.9% | -2.2% |
| All | +77.9% | +103.6% | -25.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling