+2,072.9%
VGT vs EL
+615.8%
+1,457.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +2.5% | +1.5% | +0.9% | +1.9% |
| 30D | -9.5% | +10.0% | -19.5% | -12.6% |
| 3M | -9.5% | +28.4% | -37.9% | -17.9% |
| 6M | -1.8% | +37.1% | -38.8% | -13.7% |
| YTD | +18.4% | +7.8% | +10.6% | +10.7% |
| 1Y | +18.7% | +26.0% | -7.3% | +4.5% |
| 3Y | +103.8% | +3.8% | +100.0% | +77.1% |
| 5Y | +104.4% | -65.2% | +169.5% | +168.3% |
| 10Y | +716.9% | +62.1% | +654.8% | +473.3% |
| All | +2,072.9% | +615.8% | +1,457.2% | +693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling