+2,222.7%
XLK vs VGT
+2,251.7%
-28.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.4% |
| 7D | -0.4% | -1.0% | +0.6% | +0.6% |
| 30D | -0.5% | -0.4% | 0.0% | 0.0% |
| 3M | +5.0% | +6.6% | -1.6% | -1.0% |
| 6M | +32.9% | +31.0% | +1.8% | +2.9% |
| YTD | +29.0% | +27.2% | +1.7% | +2.8% |
| 1Y | +37.8% | +34.5% | +3.4% | +4.2% |
| 3Y | +118.7% | +123.1% | -4.5% | +2.0% |
| 5Y | +145.6% | +135.1% | +10.5% | +8.8% |
| 10Y | +791.5% | +803.4% | -11.9% | +12.6% |
| All | +2,222.7% | +2,251.7% | -28.9% | +19.4% |
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