+83.9%
VUG vs VGT
+121.2%
-37.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | -1.9% | -1.0% | -0.8% | -1.1% |
| 30D | -1.6% | -0.4% | -1.1% | -1.3% |
| 3M | +4.4% | +6.6% | -2.2% | -1.1% |
| 6M | +13.2% | +31.0% | -17.8% | -9.5% |
| YTD | +7.5% | +27.2% | -19.8% | -12.1% |
| 1Y | +12.5% | +34.5% | -22.0% | -12.3% |
| All | +83.9% | +121.2% | -37.3% | -8.0% |
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