+3,241.5%
CME vs VGT
+2,283.9%
+957.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.6% | +1.0% | -2.6% | -2.2% |
| 30D | +6.2% | +1.3% | +4.9% | +5.2% |
| 3M | +10.4% | -1.1% | +11.6% | +9.5% |
| 6M | -9.5% | +32.6% | -42.2% | -26.9% |
| YTD | +6.0% | +29.0% | -23.0% | -13.3% |
| 1Y | +9.3% | +39.7% | -30.4% | -16.1% |
| 3Y | +57.7% | +120.9% | -63.3% | -20.1% |
| 5Y | +77.7% | +133.6% | -55.9% | -19.1% |
| 10Y | +281.2% | +792.6% | -511.3% | -56.4% |
| All | +3,241.5% | +2,283.9% | +957.6% | +25.4% |
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 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