+20.7%
XLK vs VG
+47.2%
-26.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.7% | +7.7% | -0.3% |
| 7D | -7.6% | -16.4% | +8.8% | -8.2% |
| 30D | -12.2% | -10.8% | -1.4% | -12.4% |
| 3M | -5.5% | -6.3% | +0.8% | -5.3% |
| 6M | +9.2% | -12.5% | +21.7% | +9.6% |
| YTD | +23.0% | +76.9% | -53.9% | +17.1% |
| 1Y | +20.7% | +51.8% | -31.1% | +16.5% |
| All | +20.7% | +47.2% | -26.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling