+157.2%
EXC vs VGT
+809.1%
-651.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -2.4% | -0.4% | -1.9% | -2.3% |
| 3M | -4.0% | +6.6% | -10.6% | -6.3% |
| 6M | -9.8% | +31.0% | -40.8% | -18.3% |
| YTD | +2.3% | +27.2% | -24.9% | -6.7% |
| 1Y | +3.8% | +34.5% | -30.6% | -7.5% |
| 3Y | +19.7% | +123.1% | -103.4% | -17.1% |
| 5Y | +45.6% | +135.1% | -89.5% | -5.0% |
| All | +157.2% | +809.1% | -651.9% | -19.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling