+589.9%
XLP vs VGT
+2,283.9%
-1,694.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.4% |
| 30D | -0.9% | +1.3% | -2.2% | -1.4% |
| 3M | +3.8% | -1.1% | +5.0% | +3.4% |
| 6M | -1.7% | +32.6% | -34.4% | -12.3% |
| YTD | +10.3% | +29.0% | -18.7% | -0.8% |
| 1Y | +7.8% | +39.7% | -31.9% | -6.3% |
| 3Y | +27.2% | +120.9% | -93.7% | -10.2% |
| 5Y | +32.5% | +133.6% | -101.0% | -10.9% |
| 10Y | +101.8% | +792.6% | -690.8% | -26.8% |
| All | +589.9% | +2,283.9% | -1,694.0% | +54.2% |
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 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