+37.6%
VGT vs CP
+19.4%
+18.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +0.5% | -0.5% | +1.0% | +0.6% |
| 3M | +5.3% | +0.1% | +5.2% | +5.2% |
| 6M | +32.4% | +7.8% | +24.6% | +29.9% |
| YTD | +28.6% | +22.9% | +5.7% | +25.1% |
| 1Y | +37.6% | +21.3% | +16.3% | +34.1% |
| All | +37.6% | +19.4% | +18.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling