+346.7%
EXC vs VGT
+2,125.7%
-1,779.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.9% | +5.6% | -7.6% | -4.3% |
| 30D | +7.8% | -10.6% | +18.4% | +12.4% |
| 3M | +1.9% | -6.9% | +8.8% | +4.2% |
| 6M | +3.4% | +0.9% | +2.4% | +1.0% |
| YTD | +7.6% | +20.4% | -12.8% | -3.8% |
| 1Y | +2.1% | +17.4% | -15.3% | -7.8% |
| 3Y | +29.6% | +106.3% | -76.7% | -15.9% |
| 5Y | +39.5% | +107.9% | -68.4% | -13.1% |
| 10Y | +200.2% | +730.9% | -530.7% | -18.8% |
| All | +346.7% | +2,125.7% | -1,779.0% | -40.2% |
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