+425.9%
CORZ vs VGT
+92.6%
+333.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.2% |
| 7D | +7.6% | +1.5% | +6.1% | +5.1% |
| 30D | -6.9% | +0.5% | -7.5% | -7.6% |
| 3M | -33.0% | +5.3% | -38.3% | -37.8% |
| 6M | +19.3% | +32.4% | -13.1% | -23.4% |
| YTD | +24.2% | +28.6% | -4.3% | -15.4% |
| 1Y | +24.5% | +37.6% | -13.1% | -23.5% |
| All | +425.9% | +92.6% | +333.2% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling