+569.1%
XLB vs VGT
+2,088.1%
-1,519.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +1.0% |
| 7D | +0.5% | +2.5% | -1.9% | -1.3% |
| 30D | +5.2% | -9.5% | +14.7% | +12.2% |
| 3M | +0.3% | -9.5% | +9.8% | +6.7% |
| 6M | +1.2% | -1.8% | +2.9% | 0.0% |
| YTD | +16.6% | +18.4% | -1.7% | -0.5% |
| 1Y | +21.4% | +18.7% | +2.7% | +3.1% |
| 3Y | +43.2% | +103.8% | -60.6% | -23.6% |
| 5Y | +28.0% | +104.4% | -76.3% | -34.4% |
| 10Y | +164.8% | +716.9% | -552.1% | -62.8% |
| All | +569.1% | +2,088.1% | -1,519.0% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling