+102.9%
XLP vs VGT
+788.0%
-685.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +1.8% | -3.3% | -1.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | +1.8% | +3.4% | -1.5% | +0.4% |
| 6M | -0.8% | +35.0% | -35.8% | -10.0% |
| YTD | +9.5% | +28.8% | -19.2% | +0.6% |
| 1Y | +7.2% | +38.0% | -30.8% | -4.1% |
| 3Y | +27.1% | +125.8% | -98.7% | -6.7% |
| 5Y | +32.0% | +134.7% | -102.7% | -6.8% |
| 10Y | +102.9% | +792.6% | -689.7% | -24.7% |
| All | +102.9% | +788.0% | -685.1% | -24.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling