+137.9%
VGT vs CTVA
+102.9%
+35.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.2% | -4.5% | +4.3% | +0.9% |
| 30D | -0.4% | +11.3% | -11.8% | -3.2% |
| 3M | +4.4% | +12.3% | -7.9% | +0.5% |
| 6M | +32.1% | +7.2% | +24.9% | +28.5% |
| YTD | +28.8% | +26.0% | +2.8% | +19.4% |
| 1Y | +35.3% | +16.0% | +19.3% | +28.1% |
| 3Y | +124.8% | +73.9% | +50.9% | +86.4% |
| All | +137.9% | +102.9% | +35.0% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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