+168.2%
VGT vs EXE
+192.2%
-24.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.1% |
| 30D | -0.3% | +6.4% | -6.7% | -1.4% |
| 3M | +3.4% | +9.2% | -5.9% | +1.7% |
| 6M | +35.0% | -7.0% | +42.0% | +36.2% |
| YTD | +28.8% | -9.5% | +38.2% | +30.2% |
| 1Y | +38.0% | +6.2% | +31.8% | +34.8% |
| 3Y | +125.8% | +20.7% | +105.1% | +114.2% |
| 5Y | +134.7% | +103.6% | +31.1% | +110.4% |
| All | +168.2% | +192.2% | -24.0% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling