+124.8%
VGT vs CBOE
+89.1%
+35.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +0.8% |
| 7D | -0.2% | -5.8% | +5.6% | -1.3% |
| 30D | -0.4% | -3.1% | +2.7% | -1.0% |
| 3M | +4.4% | -4.8% | +9.2% | +3.7% |
| 6M | +32.1% | -0.6% | +32.6% | +33.5% |
| YTD | +28.8% | +12.8% | +16.0% | +34.8% |
| 1Y | +35.3% | +19.8% | +15.6% | +44.3% |
| 3Y | +124.8% | +86.9% | +37.8% | +145.2% |
| All | +124.8% | +89.1% | +35.6% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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