+3,695.0%
CME vs VGT
+2,088.1%
+1,606.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.8% |
| 7D | +3.9% | +2.5% | +1.5% | +2.3% |
| 30D | +11.3% | -9.5% | +20.8% | +17.4% |
| 3M | +19.6% | -9.5% | +29.1% | +25.5% |
| 6M | +8.1% | -1.8% | +9.8% | +5.6% |
| YTD | +20.4% | +18.4% | +2.0% | +2.7% |
| 1Y | +16.5% | +18.7% | -2.2% | -1.1% |
| 3Y | +66.4% | +103.8% | -37.4% | -12.0% |
| 5Y | +74.5% | +104.4% | -29.9% | -13.6% |
| 10Y | +308.5% | +716.9% | -408.4% | -51.0% |
| All | +3,695.0% | +2,088.1% | +1,606.9% | +48.5% |
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