+41.0%
CVS vs VGT
+809.1%
-768.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -2.0% | -1.0% | -0.9% | -1.7% |
| 30D | +1.9% | -0.4% | +2.4% | +2.0% |
| 3M | -2.2% | +6.6% | -8.8% | -4.6% |
| 6M | +26.7% | +31.0% | -4.3% | +15.1% |
| YTD | +22.9% | +27.2% | -4.4% | +12.4% |
| 1Y | +32.9% | +34.5% | -1.5% | +19.0% |
| 3Y | +62.3% | +123.1% | -60.9% | +16.9% |
| 5Y | +34.2% | +135.1% | -100.9% | -7.9% |
| All | +41.0% | +809.1% | -768.1% | -43.7% |
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