+21.3%
EXC vs VGT
+126.0%
-104.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.2% | +1.8% | -0.6% | +1.5% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | -1.0% | +3.4% | -4.3% | -0.3% |
| 6M | -9.3% | +35.0% | -44.2% | -5.9% |
| YTD | +3.6% | +28.8% | -25.1% | +7.0% |
| 1Y | +5.9% | +38.0% | -32.1% | +10.2% |
| 3Y | +21.3% | +125.8% | -104.5% | +18.6% |
| All | +21.3% | +126.0% | -104.7% | +18.6% |
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