+136.2%
XLP vs VGT
+730.3%
-594.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | +5.6% | -5.8% | -1.6% |
| 30D | +8.2% | -10.6% | +18.7% | +11.0% |
| 3M | +7.7% | -6.9% | +14.6% | +9.2% |
| 6M | +9.3% | +0.9% | +8.4% | +7.6% |
| YTD | +19.5% | +20.4% | -0.9% | +11.3% |
| 1Y | +21.0% | +17.4% | +3.6% | +13.4% |
| 3Y | +43.2% | +106.3% | -63.0% | +7.9% |
| 5Y | +42.7% | +107.9% | -65.2% | +4.9% |
| All | +136.2% | +730.3% | -594.1% | -3.0% |
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