+76.1%
CME vs VGT
+134.3%
-58.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | +1.5% | -2.1% | -0.7% |
| 30D | +4.7% | +0.5% | +4.1% | +4.6% |
| 3M | +7.8% | +5.3% | +2.6% | +7.4% |
| 6M | -11.0% | +32.4% | -43.4% | -13.5% |
| YTD | +4.0% | +28.6% | -24.6% | +1.3% |
| 1Y | +9.1% | +37.6% | -28.5% | +5.2% |
| 3Y | +52.3% | +125.5% | -73.2% | +29.6% |
| 5Y | +76.1% | +135.2% | -59.1% | +44.4% |
| All | +76.1% | +134.3% | -58.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling