+159.0%
EXC vs VGT
+818.7%
-659.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +1.5% | -1.1% | -0.1% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | -2.7% | +5.3% | -7.9% | -4.7% |
| 6M | -9.4% | +32.4% | -41.8% | -18.2% |
| YTD | +3.0% | +28.6% | -25.6% | -6.4% |
| 1Y | +5.1% | +37.6% | -32.5% | -7.1% |
| 3Y | +20.6% | +125.5% | -104.9% | -16.8% |
| 5Y | +45.7% | +135.2% | -89.5% | -4.7% |
| All | +159.0% | +818.7% | -659.6% | -18.7% |
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