+2,553.2%
CAT vs VGT
+2,138.1%
+415.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +0.5% |
| 7D | +1.7% | -1.6% | +3.3% | +3.2% |
| 30D | -24.6% | -10.1% | -14.5% | -17.3% |
| 3M | -28.5% | -5.3% | -23.2% | -25.0% |
| 6M | -34.8% | +0.2% | -35.0% | -34.8% |
| YTD | +5.9% | +21.1% | -15.2% | -9.7% |
| 1Y | +6.8% | +18.2% | -11.3% | -7.0% |
| 3Y | +161.1% | +107.4% | +53.7% | +37.9% |
| 5Y | +213.4% | +111.5% | +101.9% | +53.9% |
| 10Y | +700.3% | +735.5% | -35.2% | -7.2% |
| All | +2,553.2% | +2,138.1% | +415.1% | +12.2% |
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 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