+2,343.9%
VGT vs CF
+5,948.3%
-3,604.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.0% |
| 7D | +1.0% | +6.0% | -5.0% | -0.3% |
| 30D | +1.3% | +14.8% | -13.6% | -1.8% |
| 3M | -1.1% | +14.1% | -15.2% | -4.3% |
| 6M | +32.6% | +28.5% | +4.1% | +23.1% |
| YTD | +29.0% | +74.9% | -46.0% | +11.6% |
| 1Y | +39.7% | +61.7% | -22.0% | +22.6% |
| 3Y | +120.9% | +80.3% | +40.6% | +85.5% |
| 5Y | +133.6% | +226.0% | -92.4% | +64.3% |
| 10Y | +792.6% | +569.9% | +222.7% | +396.9% |
| All | +2,343.9% | +5,948.3% | -3,604.4% | +632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling