+792.6%
VGT vs CF
+589.1%
+203.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.8% | -0.9% | +2.8% | +2.0% |
| 30D | -0.3% | +18.1% | -18.4% | -3.3% |
| 3M | +3.4% | +23.4% | -20.0% | -0.8% |
| 6M | +35.0% | +17.1% | +17.9% | +28.8% |
| YTD | +28.8% | +76.2% | -47.5% | +12.7% |
| 1Y | +38.0% | +62.3% | -24.3% | +22.5% |
| 3Y | +125.8% | +71.8% | +54.0% | +94.2% |
| 5Y | +134.7% | +234.6% | -99.8% | +63.6% |
| 10Y | +792.6% | +574.3% | +218.3% | +436.8% |
| All | +792.6% | +589.1% | +203.5% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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