+158.8%
XLB vs VGT
+809.1%
-650.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -3.5% | -1.0% | -2.5% | -3.0% |
| 30D | -4.7% | -0.4% | -4.2% | -4.6% |
| 3M | +2.7% | +6.6% | -3.9% | -1.6% |
| 6M | +2.6% | +31.0% | -28.4% | -13.2% |
| YTD | +12.8% | +27.2% | -14.4% | -3.2% |
| 1Y | +14.0% | +34.5% | -20.5% | -5.8% |
| 3Y | +31.5% | +123.1% | -91.7% | -22.6% |
| 5Y | +33.4% | +135.1% | -101.7% | -26.0% |
| All | +158.8% | +809.1% | -650.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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