+728.4%
VGT vs CP
+257.3%
+471.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +2.5% | +2.1% | +0.3% | +1.4% |
| 30D | -9.5% | +9.3% | -18.8% | -13.7% |
| 3M | -9.5% | +0.5% | -10.0% | -10.1% |
| 6M | -1.8% | +10.4% | -12.2% | -7.6% |
| YTD | +18.4% | +28.7% | -10.3% | +1.8% |
| 1Y | +18.7% | +33.2% | -14.4% | +0.1% |
| 3Y | +103.8% | +38.4% | +65.4% | +64.4% |
| 5Y | +104.4% | +26.2% | +78.2% | +70.6% |
| All | +728.4% | +257.3% | +471.1% | +305.3% |
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