+789.2%
VGT vs CRL
+249.3%
+539.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -1.0% | -6.9% | +5.9% | +1.4% |
| 30D | -0.4% | -3.2% | +2.7% | +0.5% |
| 3M | +6.6% | +46.5% | -39.9% | -7.6% |
| 6M | +31.0% | +63.1% | -32.1% | +8.0% |
| YTD | +27.2% | +36.9% | -9.6% | +10.9% |
| 1Y | +34.5% | +78.1% | -43.7% | +5.3% |
| 3Y | +123.1% | +36.7% | +86.5% | +79.0% |
| 5Y | +135.1% | -38.1% | +173.2% | +160.9% |
| All | +789.2% | +249.3% | +539.9% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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