+42.7%
LLY vs VGT
-1.7%
+44.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +0.9% |
| 7D | +6.7% | +2.5% | +4.3% | +7.3% |
| 30D | +19.6% | -9.5% | +29.1% | +16.0% |
| 3M | +19.7% | -9.5% | +29.2% | +16.2% |
| 6M | +42.7% | -1.8% | +44.5% | +42.4% |
| All | +42.7% | -1.7% | +44.5% | +42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling