+800.0%
VGT vs CAG
-36.2%
+836.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.2% | -5.7% | +5.5% | +0.4% |
| 30D | -0.4% | -2.4% | +2.0% | -0.3% |
| 3M | +4.4% | +9.8% | -5.4% | +3.2% |
| 6M | +32.1% | -10.8% | +42.9% | +33.5% |
| YTD | +28.8% | -10.8% | +39.6% | +29.8% |
| 1Y | +35.3% | -19.0% | +54.3% | +37.9% |
| 3Y | +124.8% | -39.7% | +164.4% | +136.1% |
| 5Y | +137.9% | -43.0% | +180.9% | +150.7% |
| All | +800.0% | -36.2% | +836.1% | +804.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling