+2,122.6%
VGT vs CI
+1,582.6%
+539.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | -10.1% | +6.4% | -16.5% | -11.7% |
| 3M | -5.3% | +10.7% | -15.9% | -8.1% |
| 6M | +0.2% | +5.5% | -5.2% | -2.2% |
| YTD | +21.1% | +11.4% | +9.7% | +16.1% |
| 1Y | +18.2% | +15.0% | +3.1% | +12.2% |
| 3Y | +107.4% | +9.0% | +98.5% | +92.2% |
| 5Y | +111.5% | +52.0% | +59.6% | +75.2% |
| 10Y | +735.5% | +150.9% | +584.6% | +476.2% |
| All | +2,122.6% | +1,582.6% | +539.9% | +756.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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