+44.8%
XLP vs VGT
+103.6%
-58.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.3% |
| 7D | +2.5% | +2.5% | +0.1% | +2.6% |
| 30D | +7.3% | -9.5% | +16.8% | +6.9% |
| 3M | +8.1% | -9.5% | +17.6% | +7.7% |
| 6M | +10.5% | -1.8% | +12.3% | +10.1% |
| YTD | +21.2% | +18.4% | +2.8% | +19.9% |
| 1Y | +22.7% | +18.7% | +4.0% | +21.4% |
| 3Y | +44.8% | +103.8% | -59.0% | +32.2% |
| All | +44.8% | +103.6% | -58.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling