+135.1%
VGT vs EL
-69.5%
+204.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -1.0% | -4.4% | +3.3% | 0.0% |
| 30D | -0.4% | +10.3% | -10.7% | -3.3% |
| 3M | +6.6% | +13.4% | -6.7% | +2.6% |
| 6M | +31.0% | +3.1% | +28.0% | +28.1% |
| YTD | +27.2% | -6.9% | +34.2% | +26.3% |
| 1Y | +34.5% | +11.9% | +22.5% | +25.9% |
| 3Y | +123.1% | -33.8% | +157.0% | +132.0% |
| 5Y | +135.1% | -69.0% | +204.1% | +253.3% |
| All | +135.1% | -69.5% | +204.6% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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