+64.3%
XLF vs VGT
+136.3%
-72.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.2% | -0.4% | -0.7% | -1.1% |
| 3M | +9.2% | +4.4% | +4.7% | +6.5% |
| 6M | +16.3% | +32.1% | -15.7% | +1.1% |
| YTD | +5.4% | +28.8% | -23.3% | -7.4% |
| 1Y | +7.6% | +35.3% | -27.7% | -8.1% |
| 3Y | +74.2% | +124.8% | -50.6% | +11.9% |
| All | +64.3% | +136.3% | -72.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling