+717.0%
VGT vs CF
+494.2%
+222.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.7% |
| 7D | -4.1% | +4.8% | -8.9% | -5.0% |
| 30D | -13.6% | +9.7% | -23.3% | -15.2% |
| 3M | -8.0% | +1.2% | -9.2% | -8.6% |
| 6M | -1.5% | +7.4% | -8.8% | -3.7% |
| YTD | +17.7% | +60.5% | -42.8% | +4.1% |
| 1Y | +13.8% | +50.7% | -36.9% | +1.9% |
| 3Y | +101.6% | +64.8% | +36.8% | +73.3% |
| 5Y | +106.7% | +115.8% | -9.1% | +58.7% |
| 10Y | +717.0% | +481.0% | +236.0% | +392.4% |
| All | +717.0% | +494.2% | +222.8% | +392.4% |
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