+19.6%
CME vs VGT
+18.8%
+0.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.5% |
| 7D | +4.8% | -6.5% | +11.3% | +2.8% |
| 30D | +14.2% | -10.6% | +24.7% | +10.7% |
| 3M | +17.9% | -3.7% | +21.6% | +16.8% |
| 6M | +7.2% | +10.4% | -3.1% | +9.4% |
| YTD | +16.7% | +23.1% | -6.3% | +20.6% |
| 1Y | +19.6% | +19.9% | -0.3% | +23.3% |
| All | +19.6% | +18.8% | +0.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling