+2,267.4%
VGT vs EL
+565.2%
+1,702.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.7% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +1.3% | +19.8% | -18.5% | -5.6% |
| 3M | -1.1% | +25.7% | -26.9% | -9.6% |
| 6M | +32.6% | +5.4% | +27.2% | +27.2% |
| YTD | +29.0% | +0.2% | +28.8% | +24.1% |
| 1Y | +39.7% | +20.4% | +19.3% | +24.7% |
| 3Y | +120.9% | -32.1% | +153.1% | +124.9% |
| 5Y | +133.6% | -67.2% | +200.7% | +213.4% |
| 10Y | +792.6% | +31.7% | +760.8% | +577.6% |
| All | +2,267.4% | +565.2% | +1,702.1% | +790.8% |
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