+735.5%
VGT vs CP
+251.7%
+483.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | -10.1% | +9.6% | -19.7% | -14.4% |
| 3M | -5.3% | +2.2% | -7.5% | -6.7% |
| 6M | +0.2% | +11.1% | -10.9% | -6.0% |
| YTD | +21.1% | +28.2% | -7.1% | +4.3% |
| 1Y | +18.2% | +32.2% | -14.0% | 0.0% |
| 3Y | +107.4% | +35.5% | +71.9% | +69.2% |
| 5Y | +111.5% | +26.8% | +84.8% | +76.1% |
| 10Y | +735.5% | +256.9% | +478.6% | +307.5% |
| All | +735.5% | +251.7% | +483.8% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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