+746.1%
XLE vs VGT
+2,138.1%
-1,392.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | -0.1% |
| 7D | -0.2% | -1.6% | +1.3% | +0.6% |
| 30D | -4.0% | -10.1% | +6.1% | +2.6% |
| 3M | +4.6% | -5.3% | +9.9% | +7.3% |
| 6M | +12.3% | +0.2% | +12.1% | +8.7% |
| YTD | +44.5% | +21.1% | +23.4% | +20.3% |
| 1Y | +42.4% | +18.2% | +24.3% | +20.3% |
| 3Y | +67.0% | +107.4% | -40.4% | -12.3% |
| 5Y | +161.9% | +111.5% | +50.4% | +27.1% |
| 10Y | +173.9% | +735.5% | -561.7% | -63.7% |
| All | +746.1% | +2,138.1% | -1,392.0% | -57.2% |
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