+58.4%
XLK vs VG
-38.0%
+96.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +2.3% | -2.5% | +4.8% | +2.4% |
| 30D | -0.1% | +11.1% | -11.1% | -0.7% |
| 3M | +2.1% | +14.9% | -12.8% | +0.9% |
| 6M | +37.2% | +18.4% | +18.8% | +33.0% |
| YTD | +30.8% | +116.6% | -85.8% | +16.4% |
| 1Y | +42.6% | +9.4% | +33.3% | +38.2% |
| All | +58.4% | -38.0% | +96.4% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling