+135.2%
VGT vs CRL
-37.6%
+172.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +1.5% | -4.6% | +6.1% | +2.7% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | +5.3% | +46.6% | -41.4% | -5.4% |
| 6M | +32.4% | +57.3% | -24.8% | +15.8% |
| YTD | +28.6% | +39.5% | -10.9% | +15.7% |
| 1Y | +37.6% | +76.9% | -39.2% | +15.0% |
| 3Y | +125.5% | +39.4% | +86.1% | +91.0% |
| 5Y | +135.2% | -37.2% | +172.4% | +145.2% |
| All | +135.2% | -37.6% | +172.8% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling