+327.3%
EXC vs VGT
+2,283.9%
-1,956.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.3% | +1.0% | -0.7% | -0.2% |
| 30D | -3.7% | +1.3% | -5.0% | -4.3% |
| 3M | -1.3% | -1.1% | -0.1% | -1.8% |
| 6M | -9.7% | +32.6% | -42.3% | -21.7% |
| YTD | +2.9% | +29.0% | -26.1% | -10.0% |
| 1Y | +4.4% | +39.7% | -35.3% | -12.5% |
| 3Y | +22.2% | +120.9% | -98.7% | -22.6% |
| 5Y | +46.7% | +133.6% | -86.8% | -13.2% |
| 10Y | +155.3% | +792.6% | -637.2% | -32.6% |
| All | +327.3% | +2,283.9% | -1,956.6% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling