+125.8%
VGT vs CFG
+193.0%
-67.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +1.8% | +2.7% | -0.9% | +1.0% |
| 30D | -0.3% | -3.7% | +3.4% | +0.9% |
| 3M | +3.4% | +9.5% | -6.1% | 0.0% |
| 6M | +35.0% | +22.2% | +12.7% | +25.6% |
| YTD | +28.8% | +22.3% | +6.4% | +19.5% |
| 1Y | +38.0% | +39.4% | -1.5% | +22.1% |
| 3Y | +125.8% | +188.5% | -62.7% | +64.6% |
| All | +125.8% | +193.0% | -67.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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