+35.5%
XLV vs VGT
+136.3%
-100.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +7.8% | +4.4% | +3.4% | +6.2% |
| 6M | +9.1% | +32.1% | -23.0% | +0.2% |
| YTD | +7.7% | +28.8% | -21.0% | -0.5% |
| 1Y | +20.4% | +35.3% | -14.9% | +9.4% |
| 3Y | +30.8% | +124.8% | -94.0% | -1.7% |
| All | +35.5% | +136.3% | -100.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling