+136.0%
XLC vs VGT
+410.5%
-274.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +2.1% |
| 7D | +3.7% | +2.5% | +1.3% | +2.0% |
| 30D | -1.9% | -9.5% | +7.6% | +4.1% |
| 3M | -3.1% | -9.5% | +6.4% | +2.5% |
| 6M | -6.4% | -1.8% | -4.6% | -7.6% |
| YTD | -6.8% | +18.4% | -25.2% | -19.8% |
| 1Y | -1.7% | +18.7% | -20.4% | -15.8% |
| 3Y | +64.7% | +103.8% | -39.1% | -8.4% |
| 5Y | +41.1% | +104.4% | -63.3% | -22.9% |
| All | +136.0% | +410.5% | -274.5% | -37.9% |
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