+279.4%
XLF vs VGT
+2,276.4%
-1,997.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.0% | +1.5% | -2.5% | -2.2% |
| 30D | -1.3% | +0.5% | -1.8% | -2.0% |
| 3M | +9.1% | +5.3% | +3.9% | +3.0% |
| 6M | +14.4% | +32.4% | -18.1% | -12.4% |
| YTD | +5.1% | +28.6% | -23.5% | -17.8% |
| 1Y | +8.6% | +37.6% | -29.0% | -20.6% |
| 3Y | +74.4% | +125.5% | -51.1% | -22.6% |
| 5Y | +64.4% | +135.2% | -70.8% | -33.7% |
| 10Y | +251.6% | +812.9% | -561.3% | -69.8% |
| All | +279.4% | +2,276.4% | -1,997.0% | -89.4% |
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