+168.3%
VGT vs EXE
+182.2%
-13.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | -0.2% | -3.1% | +3.0% | +0.3% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +4.4% | +9.6% | -5.1% | +2.6% |
| 6M | +32.1% | -11.6% | +43.7% | +34.4% |
| YTD | +28.8% | -12.6% | +41.3% | +30.9% |
| 1Y | +35.3% | +1.2% | +34.2% | +33.3% |
| 3Y | +124.8% | +18.0% | +106.7% | +114.0% |
| 5Y | +137.9% | +101.1% | +36.8% | +114.1% |
| All | +168.3% | +182.2% | -13.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling