+143.7%
XLC vs VGT
+455.3%
-311.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +2.1% | -0.4% | +2.5% | +2.2% |
| 3M | +0.7% | +4.4% | -3.7% | -3.2% |
| 6M | -3.2% | +32.1% | -35.3% | -21.6% |
| YTD | -3.8% | +28.8% | -32.6% | -21.0% |
| 1Y | -2.0% | +35.3% | -37.4% | -22.8% |
| 3Y | +71.4% | +124.8% | -53.4% | -10.1% |
| 5Y | +40.7% | +137.9% | -97.2% | -30.4% |
| All | +143.7% | +455.3% | -311.6% | -38.9% |
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