+33.5%
EXC vs VGT
+103.6%
-70.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.1% |
| 7D | +1.4% | +2.5% | -1.1% | +1.8% |
| 30D | +8.6% | -9.5% | +18.1% | +7.0% |
| 3M | +2.4% | -9.5% | +11.9% | +1.0% |
| 6M | +6.5% | -1.8% | +8.2% | +6.5% |
| YTD | +9.0% | +18.4% | -9.4% | +11.9% |
| 1Y | +4.6% | +18.7% | -14.2% | +7.4% |
| 3Y | +33.5% | +103.8% | -70.3% | +32.9% |
| All | +33.5% | +103.6% | -70.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling