+136.8%
XLP vs VGT
+741.7%
-605.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | +8.3% | -10.1% | +18.5% | +11.0% |
| 3M | +8.7% | -5.3% | +13.9% | +9.7% |
| 6M | +11.2% | +0.2% | +10.9% | +9.7% |
| YTD | +20.0% | +21.1% | -1.1% | +11.6% |
| 1Y | +21.3% | +18.2% | +3.2% | +13.6% |
| 3Y | +43.8% | +107.4% | -63.6% | +8.2% |
| 5Y | +43.3% | +111.5% | -68.2% | +4.7% |
| 10Y | +136.8% | +735.5% | -598.8% | -1.8% |
| All | +136.8% | +741.7% | -605.0% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling