+165.8%
VXUS vs VGT
+1,473.4%
-1,307.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.0% |
| 7D | +2.1% | +2.5% | -0.3% | +0.6% |
| 30D | -1.1% | -9.5% | +8.4% | +4.6% |
| 3M | -5.6% | -9.5% | +3.9% | -0.3% |
| 6M | -2.3% | -1.8% | -0.5% | -2.1% |
| YTD | +10.4% | +18.4% | -8.0% | -1.6% |
| 1Y | +13.1% | +18.7% | -5.7% | +0.5% |
| 3Y | +68.0% | +103.8% | -35.8% | +3.1% |
| 5Y | +45.8% | +104.4% | -58.5% | -13.1% |
| 10Y | +144.7% | +716.9% | -572.2% | -52.8% |
| All | +165.8% | +1,473.4% | -1,307.6% | -73.5% |
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